Rejoinder: "A significance test for the lasso"
Richard Lockhart, Jonathan Taylor, Ryan J. Tibshirani, Robert, Tibshirani
TL;DR
This paper responds to prior work on a significance test for the lasso, clarifying and defending the methodology and findings presented earlier.
Contribution
It provides a detailed rejoinder that addresses critiques and elaborates on the significance testing approach for the lasso.
Findings
Clarifies the validity of the significance test
Addresses limitations and misconceptions
Reinforces the original methodology
Abstract
Rejoinder of "A significance test for the lasso" by Richard Lockhart, Jonathan Taylor, Ryan J. Tibshirani, Robert Tibshirani [arXiv:1301.7161].
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