Andreas Dzemski, Ryo Okui, Wenjie Wang
arXiv 28 Feb 2025 · Mathematics — Statistics Theory
arXiv:2502.20917 · PDF · DOI · OpenAlex · Extracted main text
We examine the location properties of a conditional selective confidence interval constructed via the polyhedral method. The interval is derived from the distribution of a test statistic conditional on the event of statistical significance. For a one-sided test, its behavior depends on whether the parameter is highly or only marginally significant. In the highly significant case, the interval closely resembles the conventional confidence interval that ignores selection. By contrast, when the parameter is only marginally significant, the interval may shift far to the left of zero, potentially excluding all a priori plausible parameter values. This "location problem" does not arise if significance is determined by a two-sided test or by a one-sided test with randomized response (e.g., data carving).
appendix boundary found by none_found · 100% of the source is main text. Read the extracted text to check this.
The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Kivaranovic \ Leeb (2021) `On the length of post-model-selection confidence intervals conditional on polyhedral constraints', Journal of the American Stat… | 1.000 | 11 | 4 | 100% |
| 2 | Fithian, Sun \ Taylor (2017) `Optimal Inference After Model Selection' | 0.874 | 5 | 2 | 100% |
| 3 | Lee, Sun, Sun \ Taylor (2016) `Exact post-selection inference, with application to the lasso', Annals of Statistics 44(3), 907–927 | 0.811 | 4 | 2 | 100% |
| 4 | Panigrahi \ Taylor (2023) `Approximate Selective Inference via Maximum Likelihood', Journal of the American Statistical Association 118(544), 2810–2820 | 0.811 | 4 | 2 | 100% |
| 5 | Panigrahi, Taylor \ Weinstein (2021) `Integrative methods for post-selection inference using convex constraints', The Annals of Statistics 49(5), 2803–2824 | 0.644 | 2 | 2 | 100% |
| 6 | Rosenthal (1979) file drawer problem | 0.644 | 2 | 2 | 100% |
| 7 | Tian \ Taylor (2018) `Selective Inference with a Randomized Response', Annals of Statistics 46(2), 679–710 | 0.644 | 2 | 2 | 100% |
| 8 | Kivaranovic \ Leeb (2024) `A (tight) upper bound for the length of confidence intervals with conditional coverage', Electronic Journal of Statistics 18, 1… | 0.511 | 2 | 1 | 100% |
| 9 | Andrews, Kitagawa \ McCloskey (2024) `Inference on Winners*', The Quarterly Journal of Economics 139(1), 305–358 | 0.405 | 1 | 1 | 100% |
| 10 | Bachoc, Leeb \ Pötscher (2019) `Valid Confidence Intervals for Post-Model-Selection Predictors', Annals of Statistics 47(3), 1475–1504 | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 21 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Inference on effect size after multiple hypothesis testing | 0.000 | 1 | 1 |