# Valid confidence intervals for post-model-selection predictors

arXiv: https://arxiv.org/abs/1412.4605 · HTML: https://mlsanity.com/paper/1412.4605/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 15 Dec 2014.

## Built on by (most cited first, 1 of 1)

- [Uncertainty Quantification Via the Posterior Predictive Variance](https://mlsanity.com/paper/2603.19804/) (2026)

## Abstract (arXiv)

We consider inference post-model-selection in linear regression. In this setting, Berk et al.(2013) recently introduced a class of confidence sets, the so-called PoSI intervals, that cover a certain non-standard quantity of interest with a user-specified minimal coverage probability, irrespective of the model selection procedure that is being used. In this paper, we generalize the PoSI intervals to post-model-selection predictors.