On fixed-size confidence regions for the regression parameters (Q1099559)

We consider estimating the parameters in a generalized linear Gauss- Markoff model by means of a fixed-size ellipsoidal confidence region. We investigate two-stage, modified two-stage, purely sequential and three- stage sampling schemes and the associated properties. In particular, we have provided second-order expansions of the average sample size and the achieved confidence coefficient for the purely sequential and three-stage procedures.