Further Properties of Frequentist Confidence Intervals in Regression that Utilize Uncertain Prior Information

DOI10.1111/anzs.12038zbMath1335.62116arXiv1111.2113OpenAlexW2040018716MaRDI QIDQ2802848

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/1111.2113

zbMATH Keywords

polynomial regressionone-way analysis of varianceone-way analysis of covariance

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (4)

Two sources of poor coverage of confidence intervals after model selection ⋮ Effect of a preliminary test of homogeneity of stratum-specific odds ratios on their confidence intervals ⋮ Computation of the expected value of a function of a chi-distributed random variable ⋮ A Comparison of Bayesian and Frequentist Interval Estimators in Regression that Utilize Uncertain Prior Information

Cites Work

• Unnamed Item
• Confidence intervals in regression utilizing prior information
• Employing vague prior information in the construction of confidence sets
• Admissibility of the usual confidence interval in linear regression
• CONFIDENCE INTERVALS UTILIZING PRIOR INFORMATION IN THE BEHRENS-FISHER PROBLEM
• Numerical Specification of Discrete Least Favorable Prior Distributions
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Controlling risks under different loss functions: The compromise decision problem

This page was built for publication: Further Properties of Frequentist Confidence Intervals in Regression that Utilize Uncertain Prior Information