We compare several confidence intervals after model selection in the setting recently studied by Berk et al. (2013), where the goal is to cover not the true parameter but a certain non-standard quantity of interest that depends on the selected model. In particular, we compare the PoSI-intervals...

We compare several confidence intervals after model selection in the setting recently studied by Berk et al. (2013), where the goal is to cover not the true parameter but a certain non-standard quantity of interest that depends on the selected model. In particular, we compare the PoSI-intervals...