35 citations · 120 across the 34 of their papers we have counts for
4 papers · 1 filter
Two sources of poor coverage of confidence intervals after model selection
Paul Kabaila, Rheanna Mainzer
We compare the following two sources of poor coverage of post-model-selection confidence intervals: the preliminary data-based model selection sometimes chooses the wrong model and…
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…
Upper bounds on the minimum coverage probability of model averaged tail area confidence intervals in regression
Paul Kabaila
Frequentist model averaging has been proposed as a method for incorporating "model uncertainty" into confidence interval construction. Such proposals have been of particular intere…