Model-averaged Wald confidence intervals
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Publication:128490
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)
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Cites Work
- Regression and time series model selection in small samples
- Bayesian Model Averaging for Linear Regression Models
- Model Selection: An Integral Part of Inference
- Model Selection and Multimodel Inference
- Model Selection and Model Averaging
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Frequentist Model Average Estimators
Cited In (22)
- Intergenerational actuarial fairness when longevity increases: amending the retirement age
- Confidence intervals centred on bootstrap smoothed estimators: an impossibility result
- Addressing the life expectancy gap in pension policy
- Confidence intervals centred on bootstrap smoothed estimators
- An alternative to confidence intervals constructed after a Hausman pretest in panel data
- Confidence intervals in general regression models that utilize uncertain prior information
- Multimodel inference based on smoothed information criteria
- Exact Model Averaged Tail Area Confidence Intervals
- Model selection and model averaging after multiple imputation
- Two sources of poor coverage of confidence intervals after model selection
- Model-based bioequivalence approach for sparse pharmacokinetic bioequivalence studies: model selection or model averaging?
- Comparison of the frequentist MATA confidence interval with Bayesian model-averaged confidence intervals
- Model-averaged confidence intervals
- Transformation-based model averaged tail area inference
- Model averaged tail area confidence intervals in nested linear regression models
- When and when not to use optimal model averaging
- THE EFFECT OF A PRELIMINARY HAUSMAN TEST ON CONFIDENCE INTERVALS
- Finite sample properties of confidence intervals centered on a model averaged estimator
- MATA
- On confidence intervals centred on bootstrap smoothed estimators
- Frequentist model averaging in structure equation model with ordinal data
- Frequentist model averaging in structural equation modelling
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