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The Performance of the Turek-Fletcher Model Averaged Confidence Interval

Kabaila, Paul; Welsh, A. H.; Mainzer, Rheanna

Description

We consider the model averaged tail area (MATA) confidence interval proposed by Turek and Fletcher, CSDA, 2012, in the simple situation in which we average over two nested linear regression models. We prove that the MATA for any reasonable weight function belongs to the class of confidence intervals defined by Kabaila and Giri, JSPI, 2009. Each confidence interval in this class is specified by two functions b and s. Kabaila and Giri show how to compute these functions so as to optimize...[Show more]

CollectionsANU Research Publications
Date published: 2015-12-09
Type: Journal article
URI: http://hdl.handle.net/1885/143666
Source: Communications in Statistics - Theory and Methods
DOI: 10.1080/03610926.2016.1242741
Access Rights: Open Access

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