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