Valid Confidence Intervals In Regression After Variable Selection
No abstract is available for this item.
Volume (Year): 14 (1998)
Issue (Month): 04 (August)
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- 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.
- DiTraglia, Francis J., 2016.
"Using invalid instruments on purpose: Focused moment selection and averaging for GMM,"
Journal of Econometrics,
Elsevier, vol. 195(2), pages 187-208.
- Francis J. DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM," PIER Working Paper Archive 14-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Aug 2014.
- Pötscher, Benedikt M., 2007. "Confidence Sets Based on Sparse Estimators Are Necessarily Large," MPRA Paper 5677, University Library of Munich, Germany.
- Liu, Chu-An, 2012. "A plug-in averaging estimator for regressions with heteroskedastic errors," MPRA Paper 41414, University Library of Munich, Germany.
- Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014. "On various confidence intervals post-model-selection," MPRA Paper 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.
- Adam McCloskey, 2012. "Bonferroni-Based Size-Correction for Nonstandard Testing Problems," Working Papers 2012-16, Brown University, Department of Economics.
- Liu, Chu-An, 2015. "Distribution theory of the least squares averaging estimator," Journal of Econometrics, Elsevier, vol. 186(1), pages 142-159.
- Liu, Chu-An, 2013. "Distribution Theory of the Least Squares Averaging Estimator," MPRA Paper 54201, University Library of Munich, Germany.
- Francis J. DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version," PIER Working Paper Archive 14-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2014.
- Donald W.K. Andrews & Patrik Guggenberger, 2007. "Hybrid and Size-Corrected Subsample Methods," Cowles Foundation Discussion Papers 1606, Cowles Foundation for Research in Economics, Yale University.
- 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.
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