On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection
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Publication:5754970
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Cited in
(39)- Large-sample confidence intervals for the treatment difference in a two-period crossover trial, utilizing prior information
- Confidence intervals in regression utilizing prior information
- Model selection and model averaging after multiple imputation
- On the post selection inference constant under restricted isometry properties
- Two sources of poor coverage of confidence intervals after model selection
- Model averaging for varying-coefficient partially linear measurement error models
- Frequentist model averaging in structure equation model with ordinal data
- Post-model-selection inference in linear regression models: an integrated review
- Uniformly valid confidence intervals post-model-selection
- Finite sample properties of confidence intervals centered on a model averaged estimator
- Frequentist model averaging in structural equation modelling
- On the impact of model selection on predictor identification and parameter inference
- The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations
- On various confidence intervals post-model-selection
- Model-averaged confidence intervals
- Upper bounds on the minimum coverage probability of confidence intervals in regression after model selection
- The coverage probability of confidence intervals in one-way analysis of covariance after two F tests
- Interval estimation by frequentist model averaging
- Focused and model average estimation for regression analysis of panel count data
- Estimating optimal dynamic regimes correcting bias under the null
- Using invalid instruments on purpose: focused moment selection and averaging for GMM
- Confidence sets for model selection by F -testing
- Valid post-selection inference
- FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
- Inference after variable selection using restricted permutation methods
- Frequentist model averaging for linear mixed-effects models
- On the least-squares model averaging interval estimator
- Simultaneous confidence intervals for the population cell means, for two-by-two factorial data, that utilize uncertain prior information
- The large sample coverage probability of confidence intervals in general regression models after a preliminary hypothesis test
- Focused information criterion and model averaging based on weighted composite quantile regression
- ON THE COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER VARIABLE SELECTION
- Model averaged tail area confidence intervals in nested linear regression models
- Parametric or nonparametric? A parametricness index for model selection
- The coverage probability of confidence intervals in 2r factorial experiments after preliminary hypothesis testing
- The coverage properties of confidence regions after model selection
- The minimum coverage probability of confidence intervals in regression after a preliminary \(F\) test
- Exogeneity tests and weak identification in IV regressions: asymptotic theory and point estimation
- Relevant moment selection under mixed identification strength
- Conditional predictive inference post model selection
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