IDEAS home Printed from https://ideas.repec.org/a/oup/biomet/v105y2018i2p319-335..html
   My bibliography  Save this article

Adaptive multigroup confidence intervals with constant coverage

Author

Listed:
  • C Yu
  • P D Hoff

Abstract

SUMMARYCommonly used interval procedures for multigroup data attain their nominal coverage rates across a population of groups on average, but their actual coverage rate for a given group will be above or below the nominal rate, depending on the group mean. While correct coverage for a given group can be achieved with a standard $t$-interval, this approach is not adaptive to the available information about the distribution of group-specific means. In this article we construct confidence intervals that have a constant frequentist coverage rate and that make use of information about across-group heterogeneity, resulting in constant-coverage intervals that are narrower than standard $t$-intervals on average across groups. Such intervals are constructed by inverting biased Bayes-optimal tests for the mean of each group, where the prior distribution for a given group is estimated with data from the other groups.

Suggested Citation

  • C Yu & P D Hoff, 2018. "Adaptive multigroup confidence intervals with constant coverage," Biometrika, Biometrika Trust, vol. 105(2), pages 319-335.
    • Handle: RePEc:oup:biomet:v:105:y:2018:i:2:p:319-335.
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1093/biomet/asy009
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

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

    Citations

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


    Cited by:

    1. Aaron Osgood‐Zimmerman & Jon Wakefield, 2023. "A Statistical Review of Template Model Builder: A Flexible Tool for Spatial Modelling," International Statistical Review, International Statistical Institute, vol. 91(2), pages 318-342, August.

    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:oup:biomet:v:105:y:2018:i:2:p:319-335.. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Oxford University Press (email available below). General contact details of provider: https://academic.oup.com/biomet .

    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.