Valid confidence intervals in regression after variable selection

Econometric Theory

Volumn 14, Issue 4, 1998, Pages 463-482

  Kabaila, Paul ^a  

^a LA TROBE UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032365970     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466698144031     Document Type: Article

References (7)

1. Bickel, P.J. & K.A. Doksum (1977) Mathematical Statistics. Oakland, California: Holden-Day
2. Bickel, P.J. (1984) Parametric robustness: Small biases can be worthwhile. Annals of Statistics 12, 864-879.
3. Han, C.-P., C.V. Rao, & J. Ravichandran (1988) Inference based on conditional specification: A second bibliography. Communications in Statistics - Theory and Methods 17, 1945-1964.
4. Hodges, J.L. & E.L. Lehmann (1952) The use of previous experience in reaching statistical decisions. Annals of Mathematical Statistics 23, 396-407.
5. Judge, G.G. & M.E. Bock (1978) The Statistical Implications of Pre-Test and Stein-Rule Estimators in Econometrics. Amsterdam: North-Holland.
6. Kabaila, P. (1995) The effect of model selection on confidence regions and prediction regions. Econometric Theory 11, 537-549.
7. Pötscher, B.M. (1995) Comment on "The effect of model selection on confidence regions and prediction regions" by P. Kabaila. Econometric Theory 11, 550-559.