most citedThe large sample coverage probability of confidence intervals in general regression models after a preliminary hypothesis test

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stat.ME2017★ 2 cited

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…