Abstract #301714

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JSM 2002 Abstract #301714
Activity Number: 357
Type: Contributed
Date/Time: Wednesday, August 14, 2002 : 2:00 PM to 3:50 PM
Sponsor: General Methodology
Abstract - #301714
Title: Higher Order Methods for Computing the Coverage Probability of Likelihood Intervals
Author(s): Jesus Dominguez Molina*+
Affiliation(s): Universidad de Guanajuato
Address: Callejon de Jalisco s/n, Valenciana, C.P. 36240, Guanajuato, International, 36240, Mexico
Keywords: likelihood intervals ; higher order methods ; coverage probability ; Bartlett factors ; r*-formula
Abstract:

Consider a model with a scalar parameter of interest. The coverage probability of a random interval is the probability that the interval covers the true value of the parameter of interest. By utilizing higher order techniques it is possible to obtain a highly informative and highly accurate value of the coverage probability of a likelihood interval. In addition, we deal with the problem of calibrate likelihood intervals--that is, to choose of a likelihood interval with specified coverage probability. We show that the Bartlett factors play a central role in the solution of this problem.

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Revised March 2002