Comment on arXiv:2202.01553: The Distribution of a Gaussian Covariate Statistic
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arXiv
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866909538348695552 |
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| author | Whittaker, Joe |
| author_facet | Whittaker, Joe |
| contents | This is a comment on arXiv:2202.01553. In regression Gaussian covariate p-values (Davies and D{ü}mbgen, arXiv:2202.01553) are used to control greedy forward subset selection by accounting for choosing the best when fitting many variables. Here we outline a simple proof of their Theorems 1 and 2, making alterations to simplify the exposition by including a new variable rather than excluding an included variable and some slight changes in notation. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_11712 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Comment on arXiv:2202.01553: The Distribution of a Gaussian Covariate Statistic Whittaker, Joe Methodology This is a comment on arXiv:2202.01553. In regression Gaussian covariate p-values (Davies and D{ü}mbgen, arXiv:2202.01553) are used to control greedy forward subset selection by accounting for choosing the best when fitting many variables. Here we outline a simple proof of their Theorems 1 and 2, making alterations to simplify the exposition by including a new variable rather than excluding an included variable and some slight changes in notation. |
| title | Comment on arXiv:2202.01553: The Distribution of a Gaussian Covariate Statistic |
| topic | Methodology |
| url | https://arxiv.org/abs/2503.11712 |