Valid post-selection inference

Richard A. Berk, Lawrence Brown, Andreas Buja, Kai Zhang, Linda Zhao

Type: Article

Publication Date: 2013-04-01

Citations: 329

DOI: https://doi.org/10.1214/12-aos1077

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The Annals of Statistics - View
arXiv (Cornell University) - View - PDF
CiteSeer X (The Pennsylvania State University) - View - PDF
Project Euclid (Cornell University) - View - PDF
ScholarlyCommons (University of Pennsylvania) - View - PDF
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+	Scalable and efficient inference via CPE	2021	Yu Qin Yang Li Yumeng Wang Yachong Yang Zemin Zheng
+	Efficient interaction selection for clustered data via stagewise generalized estimating equations	2020	Gregory Vaughan Robert H. Aseltine Kun Chen Jun Yan
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+ PDF Chat	Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach	2015	Victor Chernozhukov Christian Hansen Martin Spindler
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Works Cited by This (68)

Action	Title	Year	Authors
+ PDF Chat	Empirical Strategies in Labor Economics	1999	Joshua D. Angrist Alan B. Krueger
+	Data-Driven Selection of Regressors and the Bootstrap	1988	T. K. Dijkstra Jan-Frits Veldkamp
+	The Design of Experiments	1935	Ronald Aylmer Fisher
+	Data Analysis and Regression: A Second Course in Statistics	1977	Frederick Mosteller John W. Tukey
+	Sensitivity Analysis for Selection bias and unmeasured Confounding in missing Data and Causal inference models	2000	James M. Robins Andrea Rotnitzky Daniel O. Scharfstein
+	The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations	2000	Hannes Leeb Benedikt M. Poetscher
+	The Conditional Level of the F—Test	1973	Richard A. Olshen
+ PDF Chat	Note on a Conditional Property of Student's $t^1$	1963	Robert J. Buehler A. P. Feddersen
+	A note on data-splitting for the evaluation of significance levels	1975	David Cox
+	Sensitivity to Exogeneity Assumptions in Program Evaluation	2003	Guido W. Imbens