Performance of Model Averaged Tail Area Confidence Interval
Event status:
You are welcome to attend the following research student’s zoom progress talk (Statistics and Stochastic colloquium) at La Trobe University.
- Date:
- Thursday 16 June 2022 12:00 pm (Add to calendar)
- Contact:
- Andriy Olenko
a.olenko@latrobe.edu.au - Presented by:
- Ayesha Perera
- Type of Event:
- Seminar/Workshop/Training
Abstract:
Every model has an uncertainty in the variables that it should include. Model averaging is considered as a promising method that could be used to perform inference in the presence of model uncertainty. The performance of this method heavily depends on the data-based model weights used. Traditionally, this weight is chosen to be proportional to the exponential of minus the Generalized Information Criterion divided by two. We observe that the model-based confidence interval performs better, in terms of coverage and expected length, in the case of two nested linear regression models when this division by two is replaced by multiplied by a positive tuning constant. In the second part of the talk, we extend the analysis of the performance of Model Averaged Tail Area confidence interval by Kabaila, Welsh and Abeysekara, Scandinavian Journal of Statistics, 2016, to the case of three or more nested linear regression models. We also assess the influence of the weight function on the performance of this confidence interval for three nested linear regression models applied to the ‘Cholesterol’ data set.
Join from a PC, Mac, iOS or Android: https://latrobe.zoom.us/j/98357628534
Or iPhone one-tap (Australia Toll): +61280152088,98357628534#
Or Telephone:
Dial: +61 2 8015 2088
Meeting ID: 983 5762 8534
International numbers available: https://latrobe.zoom.us/u/acAxlLgAVI
Or a H.323/SIP room system:
Dial: 98357628534@zoom.aarnet.edu.au
or 103.122.166.55
Meeting ID: 98357628534
Or Skype for Business (Lync):
Other events by type
- Launch: W3 Framework Guide and website
28th Jun 2022 1:00pm - Implementing culturally safe midwifery care for First Nations women
6th Jul 2022 12:30pm - Introduction to Family Therapy
14th Jul 2022 9:30am - Building Team Resilience
15th Aug 2022 9:30am - Shame, Trauma and Family Relationships
18th Aug 2022 9:30am