Model averaged tail area confidence intervals in nested linear regression models

DOI10.1111/ANZS.12402MaRDI QIDQ6491771

Paul Kabaila, Ayesha Perera

Publication date: 24 April 2024

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

zbMATH Keywords

coverage probabilitymodel averaged confidence intervalscaled expected lengthMATA confidence intervaldata-based model weight

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Nonparametric inference (62Gxx)

Cites Work

• Title not available (Why is that?)
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• Model Selection and Multimodel Inference
• The performance of model averaged tail area confidence intervals
• 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
• On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection
• The use of Previous Experience in Reaching Statistical Decisions

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