Demystifying the Bias from Selective Inference: a Revisit to Dawid's Treatment Selection Problem

Abstract

We extend the heuristic discussion in Senn (2008) on the bias from selective inference for the treatment selection problem (Dawid 1994), by deriving the closed-form expression for the selection bias. We illustrate the advantages of our theoretical results through numerical and simulated examples.

To appear in Statistics and Probability Letters

References in corpus (2)

• A significance test for the lasso
• Moments Calculation For the Doubly Truncated Multivariate Normal Density

Cited by in corpus (1)

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