Admissibility of confidence estimators in the regression model

被引：2

作者：

Wang, HY ^{[1
]}

机构：

[1] Acad Sinica, Inst Stat Sci, Taipei 115, Taiwan

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2001年 / 76卷 / 02期

关键词：

confidence interval; admissibility; coverage function; the usual coverage probability estimator; ancillary statistic;

D O I：

10.1006/jmva.2000.1912

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the regression model, we assume that the independent variables are random instead of fixed. Consider the problem of estimating the coverage function of a usual confidence interval for the unknown intercept parameter. In this paper, we consider a case in which the number of unknown parameters is smaller than 5. We show that the usual constant coverage probability estimator is admissible in the usual sense in this case. Note that this estimator is inadmissible in the usual sense in the other case where the number of unknown parameters is greater than 4. (C) 2001 Academic Press.

引用

页码：267 / 276

页数：10

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