35 citations · 120 across the 34 of their papers we have counts for
20 papers · 1 filter
Confidence intervals in general regression models that utilize uncertain prior information
Paul Kabaila, Nishika Ranathunga
We consider a general regression model, without a scale parameter. Our aim is to construct a confidence interval for a scalar parameter of interest that utilizes the uncertain…
Finite sample properties of the Buckland-Burnham-Augustin confidence interval centered on a model averaged estimator
Paul Kabaila, Alan H. Welsh, Christeen Wijethunga
We consider the confidence interval centered on a frequentist model averaged estimator that was proposed by Buckland, Burnham & Augustin (1997). In the context of a simple testbed…
On confidence intervals centered on bootstrap smoothed estimators
Paul Kabaila, Christeen Wijethunga
Bootstrap smoothed (bagged) estimators have been proposed as an improvement on estimators found after preliminary data-based model selection. Efron, 2014, derived a widely applicab…
The effect of a Durbin-Watson pretest on confidence intervals in regression
Paul Kabaila, Samer Alhelli, Davide Farchione +1
Consider a linear regression model and suppose that our aim is to find a confidence interval for a specified linear combination of the regression parameters. In practice, it is com…
The large sample coverage probability of confidence intervals in general regression models after a preliminary hypothesis test
Paul Kabaila, Rupert E. H. Kuveke
We derive a computationally convenient formula for the large sample coverage probability of a confidence interval for a scalar parameter of interest following a preliminary hypothe…
Confidence Intervals that Utilize Uncertain Prior Information about Exogeneity in Panel Data
Paul Kabaila, Rheanna Mainzer
Consider panel data modelled by a linear random intercept model that includes a time-varying covariate. Suppose that we have uncertain prior information that this covariate is exog…