Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
173 tokens/sec
GPT-4o
7 tokens/sec
Gemini 2.5 Pro Pro
46 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

The Performance of the Turek-Fletcher Model Averaged Confidence Interval (1512.02764v1)

Published 9 Dec 2015 in stat.ME

Abstract: 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 these intervals in terms of satisfying the coverage constraint and minimizing the expected length for the simpler model, while ensuring that the expected length has desirable properties for the full model. These Kabaila and Giri "optimized" intervals provide an upper bound on the performance of the MATA for an arbitrary weight function. This fact is used to evaluate the MATA for a broad class of weights based on exponentiating a criterion related to Mallows' C_P. Our results show that, while far from ideal, this MATA performs surprisingly well, provided that we choose a member of this class that does not put too much weight on the simpler model.

Summary

We haven't generated a summary for this paper yet.