Admissibility of the Usual Confidence Interval in Linear Regression

Host Institution:

La Trobe University

Title of Seminar:

Admissibility of the Usual Confidence Interval in Linear Regression

Speaker's Name:

Assoc. Prof. Paul Kabaila

Speaker's Institution:

La Trobe University

Time and Date:

Friday 7 May 2010 at 11:00 am 

Seminar Abstract:

Roughly speaking, a statistical procedure (e.g. a point estimator or a confidence interval) is said to be admissible if there is no other procedure that is at least as good for all possible parameter values and better for at least one parameter value.

Admissibility is an important concept for a number of reasons, including the fact that there are some surprising examples of procedures that are not admissible. In this talk, we introduce the concept of admissibility by first considering point estimators.

We then move on to the more difficult concept of admissibility of confidence intervals. We finish the talk by describing the new result presented in joint work with Khageswor Giri and Hannes Leeb: "Admissibility of the usual confidence interval in linear regression", Electronic Journal of Statistics, 4, 300 − 312 (2010).

Seminar Convenor:

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AGR IT support:

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