Model-averaged Wald confidence intervals
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Publication:128490
DOI10.1016/j.csda.2012.03.002zbMath1255.62141MaRDI QIDQ128490
Daniel Turek, Yanyan Li, David Fletcher
Publication date: September 2012
Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)
Related Items (17)
Model selection and model averaging after multiple imputation ⋮ Two sources of poor coverage of confidence intervals after model selection ⋮ THE EFFECT OF A PRELIMINARY HAUSMAN TEST ON CONFIDENCE INTERVALS ⋮ Comparison of the frequentist MATA confidence interval with Bayesian model-averaged confidence intervals ⋮ Intergenerational actuarial fairness when longevity increases: amending the retirement age ⋮ An alternative to confidence intervals constructed after a Hausman pretest in panel data ⋮ Model-Averaged Confidence Intervals ⋮ When and when not to use optimal model averaging ⋮ Exact Model Averaged Tail Area Confidence Intervals ⋮ Multimodel inference based on smoothed information criteria ⋮ Transformation-based model averaged tail area inference ⋮ MATA ⋮ Addressing the life expectancy gap in pension policy ⋮ Finite sample properties of confidence intervals centered on a model averaged estimator ⋮ Confidence intervals centred on bootstrap smoothed estimators ⋮ Frequentist model averaging in structural equation modelling ⋮ Frequentist model averaging in structure equation model with ordinal data
Cites Work
- Model Selection and Model Averaging
- Regression and time series model selection in small samples
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Model Selection: An Integral Part of Inference
- Bayesian Model Averaging for Linear Regression Models
- Frequentist Model Average Estimators
- Model Selection and Multimodel Inference
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