Article ID Journal Published Year Pages File Type
7548077 Statistics & Probability Letters 2018 6 Pages PDF
Abstract
We compare the following two sources of poor coverage of post-model-selection confidence intervals: the preliminary data-based model selection sometimes chooses the wrong model and the data used to choose the model is re-used for the construction of the confidence interval.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Two sources of poor coverage of confidence intervals after model selection
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