Comment on arXiv:2202.01553: The Distribution of a Gaussian Covariate Statistic
Abstract
This is a comment on arXiv:2202.01553. In regression Gaussian covariate p-values (Davies and D\"umbgen, 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.
0
Turn this paper into a full lesson
ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.