Fig. 1

Simulation study: selective coverage from both simulation setups of selective 90% CIs for the submodel inference target. For each scenario, the actual selective coverage rate was estimated by simulation, and over all scenarios, the values were summarised by boxplots. See Supplementary Figure S4 for stratified results. The nominal confidence level of 0.9 used in the construction of the CIs is depicted as dashed line. Colors indicate the type of variable selection. Monte Carlo error is indicated by grey areas describing binomial 95% CIs expected at the nominal confidence level with 900 iterations