The Coverage Properties of Confidence Regions After Model Selection
Download full text from publisher
References listed on IDEAS
- Giles, David E. A. & Srivastava, Virendra K., 1993. "The exact distribution of a least squares regression coefficient estimator after a preliminary t-test," Statistics & Probability Letters, Elsevier, vol. 16(1), pages 59-64, January.
- Farchione, David & Kabaila, Paul, 2008. "Confidence intervals for the normal mean utilizing prior information," Statistics & Probability Letters, Elsevier, vol. 78(9), pages 1094-1100, July.
- Kabaila, Paul & Giri, Khageswor, 2009. "Large-sample confidence intervals for the treatment difference in a two-period crossover trial, utilizing prior information," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 652-658, March.
- Kabaila, Paul & Leeb, Hannes, 2006. "On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 619-629, June.
- Kabaila, Paul, 1995. "The Effect of Model Selection on Confidence Regions and Prediction Regions," Econometric Theory, Cambridge University Press, vol. 11(3), pages 537-549, June.
- Chiou, Paul, 1997. "Interval estimation of scale parameters following a pre-test for two exponential distributions," Computational Statistics & Data Analysis, Elsevier, vol. 23(4), pages 477-489, February.
- Leeb, Hannes & PÃ¶tscher, Benedikt M., 2005. "Model Selection And Inference: Facts And Fiction," Econometric Theory, Cambridge University Press, vol. 21(1), pages 21-59, February.
- Casella, George & Hwang, Jiunn Tzon, 1987. "Employing vague prior information in the construction of confidence sets," Journal of Multivariate Analysis, Elsevier, vol. 21(1), pages 79-104, February.
- Kabaila, Paul, 1998. "Valid Confidence Intervals In Regression After Variable Selection," Econometric Theory, Cambridge University Press, vol. 14(4), pages 463-482, August.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Gueuning, Thomas & Claeskens, Gerda, 2016. "Confidence intervals for high-dimensional partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 149(C), pages 13-29.
- Barber Benjamin & Weschle Simon & Pierskalla Jan, 2014. "Lobbying and the collective action problem: comparative evidence from enterprise surveys," Business and Politics, De Gruyter, vol. 16(2), pages 1-26, August.
- Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014.
"On various confidence intervals post-model-selection,"
58326, University Library of Munich, Germany, revised 2014.
- Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014. "On various confidence intervals post-model-selection," MPRA Paper 52858, University Library of Munich, Germany.
- Kabaila, Paul, 2016. "The finite sample performance of the two-stage analysis of a two-period crossover trial," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 118-127.
- Paul Kabaila & A. H. Welsh & Waruni Abeysekera, 2016. "Model-Averaged Confidence Intervals," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(1), pages 35-48, March.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:istatr:v:77:y:2009:i:3:p:405-414. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley Content Delivery). General contact details of provider: http://edirc.repec.org/data/isiiinl.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.