A Comparison of Bayesian and Frequentist Interval Estimators in Regression that Utilize Uncertain Prior Information

DOI10.1111/anzs.12104zbMath1331.62334arXiv1401.3084OpenAlexW2964327805MaRDI QIDQ2788937

Gayan Dharmarathne, Paul V. Kabaila

Publication date: 23 February 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.3084

zbMATH Keywords

confidence intervallinear regressionspike and slab priorcredible intervalslab and spike prior

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Uses Software

• EBayesThresh

Cites Work

• Confidence intervals in regression utilizing prior information
• Confidence intervals for the normal mean utilizing prior information
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
• Admissibility of the usual confidence interval in linear regression
• Empirical Bayes selection of wavelet thresholds
• UPPER BOUNDS ON THE MINIMUM COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER MODEL SELECTION
• Further Properties of Frequentist Confidence Intervals in Regression that Utilize Uncertain Prior Information
• Bayesian Variable Selection in Linear Regression
• More on Shortest and Equal Tails Confidence Intervals
• A review of Bayesian variable selection methods: what, how and which
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