Model-averaged Wald confidence intervals

DOI10.1016/J.CSDA.2012.03.002zbMATH Open1255.62141MaRDI QIDQ128490FDOQ128490

Authors Daniel Turek, Yanyan Li, David Fletcher 

Publication date September 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

coverage ratemodel averagingmodel uncertaintymodel weightWald intervals

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

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Cites work

• Bayesian Model Averaging for Linear Regression Models
• Frequentist Model Average Estimators
• Further analysis of the data by Akaike's information criterion and the finite corrections
• Model Selection and Model Averaging
• Model Selection and Multimodel Inference
• Model Selection: An Integral Part of Inference
• Regression and time series model selection in small samples

Cited in

(24)

• Confidence intervals in general regression models that utilize uncertain prior information
• Finite sample properties of confidence intervals centered on a model averaged estimator
• Intergenerational actuarial fairness when longevity increases: amending the retirement age
• Comparison of the frequentist MATA confidence interval with Bayesian model-averaged confidence intervals
• Confidence intervals centred on bootstrap smoothed estimators: an impossibility result
• Frequentist model averaging in structure equation model with ordinal data
• Model averaged tail area confidence intervals in nested linear regression models
• When and when not to use optimal model averaging
• Model-based bioequivalence approach for sparse pharmacokinetic bioequivalence studies: model selection or model averaging?
• Frequentist model averaging in structural equation modelling
• Addressing the life expectancy gap in pension policy
• Exact model averaged tail area confidence intervals
• On confidence intervals centred on bootstrap smoothed estimators
• Model selection and model averaging after multiple imputation
• Model-averaged confidence intervals
• Multimodel inference based on smoothed information criteria
• THE EFFECT OF A PRELIMINARY HAUSMAN TEST ON CONFIDENCE INTERVALS
• On the minimum coverage probability of model averaged tail area confidence intervals
• Model-averaged profile likelihood intervals
• MATA
• Confidence intervals centred on bootstrap smoothed estimators
• An alternative to confidence intervals constructed after a Hausman pretest in panel data
• Two sources of poor coverage of confidence intervals after model selection
• Transformation-based model averaged tail area inference

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