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ABSTRACT For the slope parameter of the measurement error model with the reliability ratio known, this article constructs a fiducial generalized confidence interval (FGCI) which is proved to have correct… Click to show full abstract
ABSTRACT For the slope parameter of the measurement error model with the reliability ratio known, this article constructs a fiducial generalized confidence interval (FGCI) which is proved to have correct asymptotic coverage. Simulation results demonstrate that the FGCI often outperforms the existing intervals in terms of empirical coverage probability, average interval length, and false parameter coverage rate. Two examples are also provided to illustrate our approach.
Keywords:
confidence interval;
error model;
reliability ratio;
model reliability;
measurement error;
ratio known
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017
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Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!