Constructing narrower confidence intervals by inverting adaptive tests

DOI10.1111/ANZS.12251MaRDI QIDQ5234440zbMATH OpenOpenAlexWikidataFDO

Authors Thomas W. O'Gorman

Publication date 26 September 2019

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/anzs.12251

zbMATH Keywords

confidence intervalspermutation testsrandomisations testsRobbins-Monro estimationtest inversionvariance reduction

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A Probability Distribution and Its Uses in Fitting Data
• A Stochastic Approximation Method
• Adaptive tests of significance using permutations of residuals with R and SAS.
• An empirical comparison of permutation methods for tests of partial regression coefficients in a linear model
• Confidence Intervals from Randomization Tests
• EMPIRICAL EVIDENCE FOR ADAPTIVE CONFIDENCE INTERVALS AND IDENTIFICATION OF OUTLIERS USING METHODS OF TRIMMING
• scientific article; zbMATH DE number 3976122 (Why is no real title available?)
• scientific article; zbMATH DE number 3551712 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• Permutation methods: a basis for exact inference
• Permutation Tests for Linear Models
• The Performance of Randomization Tests that Use Permutations of Independent Variables
• Using adaptive weighted least squares to reduce the lengths of confidence intervals

Cited in

(4)

• Exact adaptive confidence intervals for linear regression coefficients
• Efficient Construction of Test Inversion Confidence Intervals Using Quantile Regression
• Using adaptive weighted least squares to reduce the lengths of confidence intervals
• A method to reduce the width of confidence intervals by using a normal scores transformation

Describes a project that uses

Uses Software

• R
• boot

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