We consider the problem of estimating the unconditional distribution of a post-model-selection estimator. The notion of … a post-model-selection estimator here refers to the combined procedure resulting from first selecting a model (e.g., by … functions (e.g., predictors) of the post-model-selection estimator. …

We consider the problem of estimating the conditional distribution of a post-model-selection estimator where the … conditioning is on the selected model. The notion of a post-model-selection estimator here refers to the combined procedure … are also obtained for the conditional distribution of linear functions (e.g., predictors) of the post-model …

In Poetscher [Econometric Theory (1991), 7, pp 163 - 185] the asymptotic distribution of a post-model … (i) that they do not provide information on the distribution of the post-model-selection estimator conditional on … conditional finite-sample distribution of the post-model-selection estimator which turns out to be complicated and difficult to …

that considers both numeric and symbolic objectives and decision variables. To solve this problem, the Post-model Analysis … approach is adopted. An essential feature of the Post-model Analysis is that it supports nondominated tradeoffs among the …