16 citations · 24 across the 6 of their papers we have counts for
8 papers
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…
Conditional assessment of the impact of a Hausman pretest on confidence intervals
Paul Kabaila, Rheanna Mainzer, Davide Farchione
We assess the impact of a Hausman pretest, applied to panel data, on a confidence interval for the slope, conditional on the observed values of the time-varying covariate. This ass…
The impact of a Hausman pretest on the coverage probability and expected length of confidence intervals
Paul Kabaila, Rheanna Mainzer, Davide Farchione
In the analysis of clustered and longitudinal data, which includes a covariate that varies both between and within clusters (e.g. time-varying covariate in longitudinal data), a Ha…
The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals
Paul Kabaila, Rheanna Mainzer, Davide Farchione
In the analysis of panel data that includes a time-varying covariate, a Hausman pretest is commonly used to decide whether subsequent inference is made using the random effects mod…
Confidence intervals in regression centred on the SCAD estimator
Davide Farchione, Paul Kabaila
Consider a linear regression model. Fan and Li (2001) describe the smoothly clipped absolute deviation (SCAD) point estimator of the regression parameter vector. To gain insight in…
Variable-width confidence intervals in Gaussian regression and penalized maximum likelihood estimators
Davide Farchione, Paul Kabaila
Hard thresholding, LASSO , adaptive LASSO and SCAD point estimators have been suggested for use in the linear regression context when most of the components of the regression param…
The coverage probabililty of confidence intervals in regression after a preliminary F test
Paul Kabaila, Davide Farchione
Consider a linear regression model with regression parameter beta=(beta_1,..., beta_p) and independent normal errors. Suppose the parameter of interest is theta = a^T beta, where a…
Confidence intervals for the normal mean utilizing prior information
David Farchione, Paul Kabaila
Consider X_1,X_2,...,X_n that are independent and identically N(mu,sigma^2) distributed. Suppose that we have uncertain prior information that mu = 0. We answer the question: to wh…