Fixed Width Interval Estimation in Linear Regression.

Abstract

We discuss fixed-width interval estimation for the slope parameter in a simple linear regression when the X sub i are also normally distributed. A two-stage procedure that combines prediction with estimation is described. In addition, we discuss two sequential procedures. The confidence intervals obtained are used to construct tests with level and power at least independent of the values of the other parameters. We also consider a sequential procedure based on the distribution of the sample correlation coefficient; the resulting test attains the specified level and power asymptotically. Keywords include: Asymptotic power; Bivariate normal distribution; Correlation coefficient; Efficiency; Guaranteed coverage prediction; Sequential methods; Two-stage sampling scheme.

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Document Details

Document Type
Technical Report
Publication Date
Mar 07, 1985
Accession Number
ADA153633

Entities

People

  • A. Y. C. Kuk

Organizations

  • Stanford University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Coefficients
  • Contracts
  • Data Science
  • Efficiency
  • Information Science
  • Intervals
  • Military Research
  • Normal Distribution
  • Probability
  • Random Variables
  • Sampling
  • Standards
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Regression Analysis.