Berkeley-Stanford Joint Statistics Colloquium: Selective inference in regression
Berkeley-Stanford Joint Colloquium at Berkeley
Apr 7, 2015, 04:00 PM - 05:00 PM | 60 Evans Hall | Happening As Scheduled
Jonathan Taylor, Department of Statistics, Stanford University
We describe a framework for exact post-selection inference in regression problems. At the core of our framework is what we call selective inference which build on earlier work of Benjamini and others in orthogonal design regression and allows us to define selective Type I and II errors for hypothesis tests and selective coverage for intervals. Time allowing, several examples will be discussed...