Description
Kabaila and Giri (2009) Confidence Interval.
Description
Computes a confidence interval for a specified linear combination of the regression parameters in a linear regression model with iid normal errors with unknown variance when there is uncertain prior information that a distinct specified linear combination of the regression parameters takes a specified number. This confidence interval, found by numerical nonlinear constrained optimization, has the required minimum coverage and utilizes this uncertain prior information through desirable expected length properties. This confidence interval is proposed by Kabaila, P. and Giri, K. (2009) <doi:10.1016/j.jspi.2009.03.018>.
README.md
ciuupi2
The goal of ciuupi2 is to compute the Kabaila and Giri (2009) confidence interval that utilizes the uncertain prior information in linear regression with unknown error variance. These confidence intervals have desirable coverage and expected length properties.
Installation
You can install the released version of ciuupi2 from CRAN with:
install.packages("ciuupi2")