26 0206:22-05-26 0206:27-05-26 14:48:34.000 0206:22-05-26 utf8 0 Oau Text txt Computermedien c Online-Ressource cr 1971457272 OCoLC 1592427616 KXP 1971457272 eng rda 2026 https://sciencespo.hal.science/hal-05598141v1/file/2026_de_chaisemartin_and_d_haultfoeuille_is_infernce_conditional_on_not_rejecting_a_pre_test_less_reliable_than_unconditional_inference.pdf application/pdf H LF https://sciencespo.hal.science/hal-05598141v1 H LF DE-206 Namensnennung 4.0 International CC BY 4.0 Creative Commons https://creativecommons.org/licenses/by/4.0/ DE-206 Open Access Controlled Vocabulary for Access Rights http://purl.org/coar/access_right/c_abf2 XA-FR Is inference conditional on not rejecting a pre-test less reliable than unconditional inference? Clément de Chaisemartin and Xavier d'Haultfoeuille 79290057X Tpv3 gnd/1055928669 411947702 piz Chaisemartin Clément de VerfasserIn aut 784972222 Tpv3 gnd/1050810740 405192738 piz D'Haultfœuille Xavier VerfasserIn aut [Paris] SciencesPo, Department of Economics 1 Online-Ressource (circa 44 Seiten) Illustrationen Sciences Po Economics discussion paper no. 2026, 06 2026,6 1890395889 Odv zdb/3188482-9 Sciences Po Economics discussion paper Paris France Sciences Po 2013 October 21, 2013- no. 2026, 06 091387884 Tsv stw/15272-6 Schätztheorie DA-3 091392152 Tsv stw/15298-2 Statistischer Test DA-3 091367344 Tsv stw/15258-0 Induktive Statistik DA-3 091378591 Tsv stw/15266-1 Momentenmethode DA-3 DE-206 34 Assume that an estimator is asymptotically normal for a target parameter under some conditions. Suppose also that one can test these conditions, and one conducts inference for the target only if the pre-test is not rejected. Does such pre-testing undermine inference? We show that if the tested conditions and mild regularity restrictions hold, conditional inference is still valid, albeit typically conservative. Validity holds regardless of the asymptotic dependence between the estimator and the pre-test. If the tested conditions do not hold, we exhibit conditions under which confidence intervals have larger conditional than unconditional coverage. 26 PICA 27-05-26 14:48:34.000 utf8 27-05-26 da3_import_kxp 3350 za 22-05-26 22-05-26 11:53:22.000 utf8 27-05-26 da3_import_kxp 3350 4968487479 22-05-26 z1z DS 867 08