The performance of model averaged tail area confidence intervals

DOI10.1080/03610926.2016.1242741zbMath1379.62037arXiv1512.02764OpenAlexW3125328685MaRDI QIDQ4595863

Rheanna Mainzer, A. H. Welsh, Paul V. Kabaila

Publication date: 6 December 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.02764

zbMATH Keywords

model selectionconfidence intervalcoverage probabilitylinear regressionexpected lengthAkaike information criterion (AIC)nominal coveragemodel averaged tail area (MATA)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

Related Items (7)

Two sources of poor coverage of confidence intervals after model selection ⋮ An alternative to confidence intervals constructed after a Hausman pretest in panel data ⋮ Exact Model Averaged Tail Area Confidence Intervals ⋮ Computation of the expected value of a function of a chi-distributed random variable ⋮ Finite sample properties of confidence intervals centered on a model averaged estimator ⋮ Confidence intervals centred on bootstrap smoothed estimators ⋮ Frequentist model averaging in structure equation model with ordinal data

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