diff --git a/manuscript_results/selective_inference_toy.Rmd b/manuscript_results/selective_inference_toy.Rmd index a0938a7..e94a0bd 100644 --- a/manuscript_results/selective_inference_toy.Rmd +++ b/manuscript_results/selective_inference_toy.Rmd @@ -1,14 +1,15 @@ # Selective inference for a toy example -Here we investigate "selective inference" in the toy example of [Wang et al (2018)][wang-2018]. +Here we investigate "selective inference" in the toy example of [Wang et al (2018)](https://www.biorxiv.org/content/10.1101/501114v1). We show that the approach will sometimes select the wrong variables -- which is inevitable in cases where variables are perfectly correlated -- and then assign them highly significant $p$ values. This is because even though the wrong variables are selected, their coefficients within the wrong model can be estimated precisely. + ```{r knitr-opts, include=FALSE} knitr::opts_chunk$set(comment = "#",collapse = TRUE,results = "hold") ``` ## Load packages -First, load the [selective inference][selectiveInference] package. +First, load the [selective inference](https://cran.r-project.org/package=selectiveInference) package. ```{r load-pkgs, warning=FALSE, message=FALSE} library(selectiveInference) @@ -75,8 +76,4 @@ Put another way, selective inference is not trying to assess uncertainty in which variables should be selected, and is certainly not trying to produce inferences of the form $$(b_1 \neq 0 \text{ OR } b_2 \neq 0) \text{ AND } (b_3 \neq 0 \text{ OR } b_4 \neq 0),$$ which -was the goal of [Wang et al (2018)][wang-2018]. - -[wang-2018]: https://www.biorxiv.org/content/10.1101/501114v1 -[selectiveInference]: https://cran.r-project.org/package=selectiveInference - +was the goal of [Wang et al (2018)](https://www.biorxiv.org/content/10.1101/501114v1).