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Confidence sets based on penalized maximum likelihood estimators

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Author Info
Pötscher, Benedikt M.
Schneider, Ulrike

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Abstract

Confidence intervals based on penalized maximum likelihood estimators such as the LASSO, adaptive LASSO, and hard-thresholding are analyzed. In the known-variance case, the finite-sample coverage properties of such intervals are determined and it is shown that symmetric intervals are the shortest. The length of the shortest intervals based on the hard-thresholding estimator is larger than the length of the shortest interval based on the adaptive LASSO, which is larger than the length of the shortest interval based on the LASSO, which in turn is larger than the standard interval based on the maximum likelihood estimator. In the case where the penalized estimators are tuned to possess the `sparsity property', the intervals based on these estimators are larger than the standard interval by an order of magnitude. Furthermore, a simple asymptotic confidence interval construction in the `sparse' case, that also applies to the smoothly clipped absolute deviation estimator, is discussed. The results for the known-variance case are shown to carry over to the unknown-variance case in an appropriate asymptotic sense.

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File URL: http://mpra.ub.uni-muenchen.de/16013/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 9062.

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Date of creation: Jun 2008
Date of revision: May 2009
Handle: RePEc:pra:mprapa:9062

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Related research
Keywords: penalized maximum likelihood; Lasso; adaptive Lasso; hard-thresholding; confidence set; coverage probability; sparsity; model selection.;

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Find related papers by JEL classification:
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C01 - Mathematical and Quantitative Methods - - General - - - Econometrics

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References listed on IDEAS
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  1. Zou, Hui, 2006. "The Adaptive Lasso and Its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1418-1429, December. [Downloadable!] (restricted)
  2. Pötscher, Benedikt M., 2007. "Confidence Sets Based on Sparse Estimators Are Necessarily Large," MPRA Paper 5677, University Library of Munich, Germany, revised Apr 2009. [Downloadable!]
  3. Pötscher, Benedikt M. & Schneider, Ulrike, 2007. "On the distribution of the adaptive LASSO estimator," MPRA Paper 6913, University Library of Munich, Germany, revised Dec 2008. [Downloadable!]
  4. Hannes Leeb & Benedikt M. Poetscher, 2005. "Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator," Cowles Foundation Discussion Papers 1500, Cowles Foundation, Yale University, revised Apr 2007. [Downloadable!]
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  5. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December. [Downloadable!] (restricted)
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