Pseudo-score confidence intervals for parameters in discrete statistical models
نویسندگان
چکیده
منابع مشابه
Score and Pseudo-Score Confidence Intervals for Categorical Data Analysis
This article reviews methods for constructing confidence intervals for analyzing categorical data. A considerable literature indicates that the method of inverting score tests performs well for a variety of cases. When the sample size is small or the parameter is near the parameter space boundary, this method usually performs much better than inverting Wald tests and sometimes better than inver...
متن کاملOn small-sample confidence intervals for parameters in discrete distributions.
The traditional definition of a confidence interval requires the coverage probability at any value of the parameter to be at least the nominal confidence level. In constructing such intervals for parameters in discrete distributions, less conservative behavior results from inverting a single two-sided test than inverting two separate one-sided tests of half the nominal level each. We illustrate...
متن کاملConfidence Intervals and Hypothesis Testing for High-Dimensional Statistical Models
Fitting high-dimensional statistical models often requires the use of non-linear parameter estimation procedures. As a consequence, it is generally impossible to obtain an exact characterization of the probability distribution of the parameter estimates. This in turn implies that it is extremely challenging to quantify the uncertainty associated with a certain parameter estimate. Concretely, no...
متن کاملSimultaneous confidence intervals for comparing binomial parameters.
SUMMARY To compare proportions with several independent binomial samples, we recommend a method of constructing simultaneous confidence intervals that uses the studentized range distribution with a score statistic. It applies to a variety of measures, including the difference of proportions, odds ratio, and relative risk. For the odds ratio, a simulation study suggests that the method has cover...
متن کامل[Setting Confidence Intervals for Bounded Parameters]: Comment
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Biometrika
سال: 2010
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asp074