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Admissibility of Confidence Estimators in the Regression Model

โœ Scribed by Hsiuying Wang

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
113 KB
Volume
76
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

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.

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