ON THE COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER VARIABLE SELECTION
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Publication:5438589
DOI10.1111/j.1467-842X.2005.00416.xzbMath1127.62027OpenAlexW2160448227MaRDI QIDQ5438589
Publication date: 24 January 2008
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-842x.2005.00416.x
Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)
Related Items (7)
Post-model-selection inference in linear regression models: an integrated review ⋮ Model-Averaged Confidence Intervals ⋮ The minimum coverage probability of confidence intervals in regression after a preliminary \(F\) test ⋮ Simultaneous Confidence Intervals for the Population Cell Means, for Two-by-Two Factorial Data, that Utilize Uncertain Prior Information ⋮ Confidence intervals in regression utilizing prior information ⋮ UPPER BOUNDS ON THE MINIMUM COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER MODEL SELECTION ⋮ Large-sample confidence intervals for the treatment difference in a two-period crossover trial, utilizing prior information
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