The minimum coverage probability of confidence intervals in regression after a preliminary \(F\) test

DOI10.1016/J.JSPI.2011.11.002zbMath1232.62052arXiv1003.2439OpenAlexW2963430334MaRDI QIDQ665055

Davide Farchione, Paul V. Kabaila

Publication date: 5 March 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.2439

zbMATH Keywords

analysis of covariancenaive confidence intervaltest for parallelism

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05)

Related Items (3)

Effect of a preliminary test of homogeneity of stratum-specific odds ratios on their confidence intervals ⋮ Computation of the expected value of a function of a chi-distributed random variable ⋮ The Coverage Probability of Confidence Intervals in One-Way Analysis of Covariance after Two F Tests

Cites Work

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• Confidence intervals in regression utilizing prior information
• UPPER BOUNDS ON THE MINIMUM COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER MODEL SELECTION
• Two Notes on Notation
• ON THE COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER VARIABLE SELECTION
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection

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