An alternative to confidence intervals constructed after a Hausman pretest in panel data

DOI10.1111/anzs.12278zbMath1440.62046OpenAlexW2983916580MaRDI QIDQ5117651

Rheanna Mainzer, Paul V. Kabaila

Publication date: 26 August 2020

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

Full work available at URL: https://doi.org/10.1111/anzs.12278

zbMATH Keywords

fixed effectsrandom effectscoverage probabilityexpected lengthrandom interceptcorrelated random effects model

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Causal inference from observational studies (62D20)

Cites Work

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• Model Selection: An Integral Part of Inference
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• On the minimum coverage probability of model averaged tail area confidence intervals
• Estimation and Accuracy After Model Selection
• Confidence intervals centred on bootstrap smoothed estimators
• R. A. Fisher in the 21st century. Invited paper presented at the 1996 R. A. Fisher lecture. (With comments).

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