Model-Averaged Confidence Intervals
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References listed on IDEAS
- Paul Kabaila, 2009. "The Coverage Properties of Confidence Regions After Model Selection," International Statistical Review, International Statistical Institute, vol. 77(3), pages 405-414, December.
- Paul Lukacs & Kenneth Burnham & David Anderson, 2010. "Model selection bias and Freedman’s paradox," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(1), pages 117-125, February.
- Kabaila, Paul & Leeb, Hannes, 2006. "On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 619-629, June.
- Claeskens,Gerda & Hjort,Nils Lid, 2008. "Model Selection and Model Averaging," Cambridge Books, Cambridge University Press, number 9780521852258, October.
- Fletcher, David & Dillingham, Peter W., 2011. "Model-averaged confidence intervals for factorial experiments," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 3041-3048, November.
- Turek, Daniel & Fletcher, David, 2012. "Model-averaged Wald confidence intervals," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2809-2815.
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Cited by:
- Shaobo Jin & Sebastian Ankargren, 2019. "Frequentist Model Averaging in Structural Equation Modelling," Psychometrika, Springer;The Psychometric Society, vol. 84(1), pages 84-104, March.
- Michael Schomaker & Christian Heumann, 2020. "When and when not to use optimal model averaging," Statistical Papers, Springer, vol. 61(5), pages 2221-2240, October.
- Paul Kabaila & Nishika Ranathunga, 2021. "Computation of the expected value of a function of a chi-distributed random variable," Computational Statistics, Springer, vol. 36(1), pages 313-332, March.
- Jiaxu Zeng & David Fletcher & Peter W Dillingham & Christopher E Cornwall, 2019. "Studentized bootstrap model-averaged tail area intervals," PLOS ONE, Public Library of Science, vol. 14(3), pages 1-16, March.
- Shaobo Jin, 2022. "Frequentist Model Averaging in Structure Equation Model With Ordinal Data," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 1130-1145, September.
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