On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints
On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints
Valid inference after model selection is currently a very active area of research. The polyhedral method, introduced in an article by Lee et al., allows for valid inference after model selection if the model selection event can be described by polyhedral constraints. In that reference, the method is exemplified by …