Finite sample properties of confidence intervals centered on a model averaged estimator

DOI10.1016/j.jspi.2019.10.004zbMath1437.62118arXiv1906.07933OpenAlexW2952452776WikidataQ126787265 ScholiaQ126787265MaRDI QIDQ2301097

A. H. Welsh, Christeen Wijethunga, Paul V. Kabaila

Publication date: 28 February 2020

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.07933

zbMATH Keywords

coveragemodel averaged confidence intervalscaled expected length

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05)

Uses Software

• R
• Glmulti
• AICcmodavg
• MuMIn
• MAMI

Cites Work

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• Model-averaged Wald confidence intervals
• Confidence intervals in regression utilizing prior information
• Model-averaged profile likelihood intervals
• Model selection bias and Freedman's paradox
• Model-Averaged Confidence Intervals
• UPPER BOUNDS ON THE MINIMUM COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER MODEL SELECTION
• Model Selection and Model Averaging
• Model Selection: An Integral Part of Inference
• Frequentist Model Average Estimators
• Model Selection and Multimodel Inference
• The performance of model averaged tail area confidence intervals
• On the minimum coverage probability of model averaged tail area confidence intervals
• Confidence intervals centred on bootstrap smoothed estimators
• On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection

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