Model averaged tail area confidence intervals in nested linear regression models

DOI10.1111/ANZS.12402MaRDI QIDQ6491771zbMATH OpenFDO

Authors Paul Kabaila, Ayesha Perera

Publication date 24 April 2024

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

Full work available at URL https://doi.org/10.1111/ANZS.12402

zbMATH Keywords

coverage probabilitydata-based model weightMATA confidence intervalmodel averaged confidence intervalscaled expected length

Mathematics Subject Classification ID

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

Cites work

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• Model Selection and Multimodel Inference
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• Model Selection: An Integral Part of Inference
• Model-averaged confidence intervals
• Model-averaged profile likelihood intervals
• Model-averaged Wald confidence intervals
• Multiple integration over bounded and unbounded regions
• On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection
• On the minimum coverage probability of model averaged tail area confidence intervals
• The performance of model averaged tail area confidence intervals
• The use of Previous Experience in Reaching Statistical Decisions
• Upper bounds on the minimum coverage probability of confidence intervals in regression after model selection

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