作者
Snigdha Panigrahi, Kevin Fry, Jonathan Taylor
发表日期
2024/4/3
期刊
Biometrika
页码范围
asae019
出版商
Oxford University Press
简介
We introduce a pivot for exact selective inference with randomization. Not only does our pivot lead to exact inference in Gaussian regression models, but it is also available in closed form. We reduce this problem to inference for a bivariate truncated Gaussian variable. By doing so, we give up some power that is achieved with approximate maximum likelihood estimation in?. Yet our pivot always produces narrower confidence intervals than a closely related data splitting procedure. We investigate the trade-off between power and exact selective inference on simulated datasets and an HIV drug resistance dataset.
学术搜索中的文章
S Panigrahi, K Fry, J Taylor - Biometrika, 2024