UPPER BOUNDS ON THE MINIMUM COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER MODEL SELECTION

DOI10.1111/j.1467-842X.2009.00544.xzbMath1334.62111arXiv0711.0993OpenAlexW2142732592MaRDI QIDQ2802733

Khageswor Giri, Paul V. Kabaila

Publication date: 27 April 2016

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

Full work available at URL: https://arxiv.org/abs/0711.0993

zbMATH Keywords

regressionAICBICMallows' criterion\(t\)-tests`best subset'adjusted \(R^{2}\)-statistic

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Statistical aspects of information-theoretic topics (62B10)

Related Items (14)

Post-model-selection inference in linear regression models: an integrated review ⋮ The performance of a two-stage analysis of ABAB/BABA crossover trials ⋮ Two sources of poor coverage of confidence intervals after model selection ⋮ Model-Averaged Confidence Intervals ⋮ Effect of a preliminary test of homogeneity of stratum-specific odds ratios on their confidence intervals ⋮ The minimum coverage probability of confidence intervals in regression after a preliminary \(F\) test ⋮ Computation of the expected value of a function of a chi-distributed random variable ⋮ Simultaneous Confidence Intervals for the Population Cell Means, for Two-by-Two Factorial Data, that Utilize Uncertain Prior Information ⋮ A Comparison of Bayesian and Frequentist Interval Estimators in Regression that Utilize Uncertain Prior Information ⋮ Confidence intervals in regression utilizing prior information ⋮ UPPER BOUNDS ON THE MINIMUM COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER MODEL SELECTION ⋮ The Coverage Probability of Confidence Intervals in One-Way Analysis of Covariance after Two F Tests ⋮ Large-sample confidence intervals for the treatment difference in a two-period crossover trial, utilizing prior information ⋮ Finite sample properties of confidence intervals centered on a model averaged estimator

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