16 citations · 24 across the 6 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…