IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v69y1999i2p218-241.html
   My bibliography  Save this article

On Confidence Intervals in Nonparametric Binary Regression via Edgeworth Expansions

Author

Listed:
  • Rodriguez-Campos, M. Celia

Abstract

Local confidence intervals for regression function with binary response variable are constructed. These intervals are based on both theoretical and "plug-in" normal asymptotic distribution of a usual statistic. In the plug-in approach, two ways of estimating bias are proposed; for them we obtain the mean squared error and deduce an expression of an optimal bandwidth. The rate of convergence of theoretical distributions to their limits is obtained by means of Edgeworth expansions. Likewise, these expansions allow us to deduce properties about the coverage probability of the confidence intervals. Theoretic approximations to that probability are compared in a simulation study with the corresponding coverage rates.

Suggested Citation

  • Rodriguez-Campos, M. Celia, 1999. "On Confidence Intervals in Nonparametric Binary Regression via Edgeworth Expansions," Journal of Multivariate Analysis, Elsevier, vol. 69(2), pages 218-241, May.
    • Handle: RePEc:eee:jmvana:v:69:y:1999:i:2:p:218-241
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(98)91802-4
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Babu, Gutti Jogesh, 1991. "Edgeworth expansions for statistics which are functions of lattice and non-lattice variables," Statistics & Probability Letters, Elsevier, vol. 12(1), pages 1-7, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Geenens, Gery & Simar, Léopold, 2010. "Nonparametric tests for conditional independence in two-way contingency tables," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 765-788, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:69:y:1999:i:2:p:218-241. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.