Estimators of the multiple correlation coefficient: Local robustness and confidence intervals

Confidence Intervals Based on Robust Estimators

Consistent Confidence Intervals for Maximum Pseudolikelihood Estimators

Maximum pseudolikelihood estimation (MPLE) constitutes a computationally efficient and easily implemented alternative to maximum likelihood and simulationbased methods. The MPLE has been shown to be consistent and asymptotically normally distributed in a number of interesting cases. However, the coverage probability of the conventional confidence interval for the MPLE is biased downward. We pro...

1981: THE EFFECT OF FISHER'S z-TRANSFORMATION ON CONFIDENCE INTERVALS FOR THE CORRELATION COEFFICIENT

This paper describes a Monte Carlo study of three est imators of variance for the estimated co r re la t i on c o e f f i c i e n t in f i n i t e populat ion sampling. The variance est imators are the random group, jackkn i fe and f i r s t order Taylor series est imators . The comparison of the est imators is based on two c r i t e r i a : 1) the proper t ies of the variance est imator i t s ...

Sample Size Planning for the Squared Multiple Correlation Coefficient: Accuracy in Parameter Estimation via Narrow Confidence Intervals.

Methods of sample size planning are developed from the accuracy in parameter approach in the multiple regression context in order to obtain a sufficiently narrow confidence interval for the population squared multiple correlation coefficient when regressors are random. Approximate and exact methods are developed that provide necessary sample size so that the expected width of the confidence int...

Robustness of Wilks’ Conservative Estimate of Confidence Intervals

The striking generality and simplicity of Wilks’ method has made it popular for quantifying modeling uncertainty. A conservative estimate of the confidence interval is obtained from a very limited set of randomly drawn model sample values, with probability set by the assigned so-called stability. In contrast, the reproducibility of the estimated limits, or robustness, is beyond our control as i...