3 papers
stat.ME2018
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…
math.ST2015
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…
stat.ME2015
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…