Effects of Model Selection on Inference
研究了基于模型选择程序选出的模型所得到的参数估计量的渐近性质，推导了渐近分布，并展示了模型选择过程对后续推断的影响。
The asymptotic properties of parameter estimators which are based on a model that has been selected by a model selection procedure are investigated. In particular, the asymptotic distribution is derived and the effects of the model selection process on subsequent inference are illustrated.