On the minimum coverage probability of model averaged tail area confidence intervals

DOI10.1002/cjs.11349zbMath1474.62153arXiv1702.05189OpenAlexW2792463284MaRDI QIDQ4960918

Paul V. Kabaila

Publication date: 24 April 2020

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.05189

zbMATH Keywords

minimum coverage probabilityMATA confidence intervalmodel averaged confidence intervals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to environmental and related topics (62P12) Nonparametric tolerance and confidence regions (62G15)

Related Items (6)

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 ⋮ Frequentist model averaging in structure equation model with ordinal data

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