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Simulating post selection inference

simulation
regression
bias
model selection

Regression Artifact - Re-running Farmus et. al (2019)

simulation
regression

In this post I'll how false positives can emerge if a model not fit to the research question is chosen. I also provide code for a simple Monte Carlo simulation of the frequency of these false positive results.

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Text and figures are licensed under Creative Commons Attribution CC BY 4.0. Source code is available at https://github.com/marwincarmo/marwincarmo.github.io, unless otherwise noted. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".