The large sample coverage probability of confidence intervals in general regression models after a preliminary hypothesis test

DOI10.1111/SJOS.12358zbMath1418.62278arXiv1709.08293OpenAlexW3104358414WikidataQ128903866 ScholiaQ128903866MaRDI QIDQ5381070

Rupert E. H. Kuveke, Paul V. Kabaila

Publication date: 7 June 2019

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

Full work available at URL: https://arxiv.org/abs/1709.08293

zbMATH Keywords

bootstrapmodel selectioncoverage probabilitygeneralized linear modelspost-model-selection confidence intervallarge sample coverage probability

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

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