A Comparison Of Confidence Intervals From R-Estimators In Regression

Karen J. George; Joseph W. Mckean; William R. Schucany; Simon J. Sheather

doi:10.1080/00949659508811692

A Comparison Of Confidence Intervals From R-Estimators In Regression

Karen J. George, Joseph W. Mckean, William R. Schucany, Simon J. Sheather

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

The small sample properties of a number of approaches to finding a confidence interval for a slope parameter in rank regression are investigated. An approach based on the bootstrap percentile-t procedure is shown to have excellent overall performance.

Original language	English
Pages (from-to)	13-22
Number of pages	10
Journal	Journal of Statistical Computation and Simulation
Volume	53
Issue number	1-2
DOIs	https://doi.org/10.1080/00949659508811692
State	Published - Oct 1 1995

Keywords

Bootstrap
Jackknife
Monte Carlo
Standard error

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1080/00949659508811692

Cite this

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title = "A Comparison Of Confidence Intervals From R-Estimators In Regression",

abstract = "The small sample properties of a number of approaches to finding a confidence interval for a slope parameter in rank regression are investigated. An approach based on the bootstrap percentile-t procedure is shown to have excellent overall performance.",

keywords = "Bootstrap, Jackknife, Monte Carlo, Standard error",

author = "George, {Karen J.} and Mckean, {Joseph W.} and Schucany, {William R.} and Sheather, {Simon J.}",

year = "1995",

month = oct,

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language = "English",

volume = "53",

pages = "13--22",

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T1 - A Comparison Of Confidence Intervals From R-Estimators In Regression

AU - George, Karen J.

AU - Mckean, Joseph W.

AU - Schucany, William R.

AU - Sheather, Simon J.

PY - 1995/10/1

Y1 - 1995/10/1

N2 - The small sample properties of a number of approaches to finding a confidence interval for a slope parameter in rank regression are investigated. An approach based on the bootstrap percentile-t procedure is shown to have excellent overall performance.

AB - The small sample properties of a number of approaches to finding a confidence interval for a slope parameter in rank regression are investigated. An approach based on the bootstrap percentile-t procedure is shown to have excellent overall performance.

KW - Bootstrap

KW - Jackknife

KW - Monte Carlo

KW - Standard error

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M3 - Article

AN - SCOPUS:0003751289

SN - 0094-9655

VL - 53

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EP - 22

JO - Journal of Statistical Computation and Simulation

JF - Journal of Statistical Computation and Simulation

IS - 1-2

ER -

A Comparison Of Confidence Intervals From R-Estimators In Regression

Abstract

Keywords

ASJC Scopus subject areas

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