To capture location shifts in the context of model selection, we propose selecting significant step indicators from a saturating set added to the union of all of the candidate variables. The null retention frequency and approximate non-centrality of a selection test are derived using a...

Much of empirical research focuses on forward causal questions (``Does X cause Y?'') while answering reverse causal questions (``What causes Y?'') can provide invaluable insights but is difficult to implement in practice. Here we operationalise the modelling of reverse causal questions through...