Detail
Admissibility of the usual confidence interval in linear regression
- Author(s)
- Paul Kabaila, Khageswor Giri, Hannes Leeb
- Abstract
Consider a linear regression model with independent and identically normally distributed random errors. Suppose that the parameter of interest is a specified linear combination of the regression parameters. We prove that the usual confidence interval for this parameter is admissible within a broad class of confidence intervals.
- Organisation(s)
- Department of Statistics and Operations Research
- External organisation(s)
- La Trobe University
- Journal
- Electronic Journal of Statistics
- Volume
- 4
- Pages
- 300-312
- No. of pages
- 13
- ISSN
- 1935-7524
- Publication date
- 2010
- Peer reviewed
- Yes
- Austrian Fields of Science 2012
- 101029 Mathematical statistics
- Portal url
- https://ucris.univie.ac.at/portal/en/publications/admissibility-of-the-usual-confidence-interval-in-linear-regression(5f4f229c-f61b-4a1e-ae92-e1d5a6bcfa48).html