Correction to “Analysis of regression confidence intervals and Bayesian credible intervals for uncertainty quantification”
نویسندگان
چکیده
منابع مشابه
Analysis of regression confidence intervals and Bayesian credible intervals for uncertainty quantification
[1] Confidence intervals based on classical regression theories augmented to include prior information and credible intervals based on Bayesian theories are conceptually different ways to quantify parametric and predictive uncertainties. Because both confidence and credible intervals are used in environmental modeling, we seek to understand their differences and similarities. This is of interes...
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In non-parametric function estimation, providing a confidence interval with the right coverage is a challenging problem. This is especially the case when the underlying function has a wide range of unknown degrees of smoothness. Here we propose two methods of constructing an average coverage confidence interval built from block shrinkage estimation methods. One is based on the James-Stein shrin...
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We construct bootstrap confidence intervals for smoothing spline and smoothing spline ANOVA estimates based on Gaussian data, and penalized likelihood smoothing spline estimates based on data from exponential families. Several variations of bootstrap confidence intervals are considered and compared. We find that the commonly used bootstrap percentile intervals are inferior to the T intervals an...
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The various methods of confidence intervals construction for nonlinear regression are considered. The new method named Ž . by a method of associated simulation the AS-method is proposed. Using computerized simulation, it is shown on the example that only two methods, the bootstrap and the AS-method, give a satisfactory accuracy. The advantage of the AS-method is the speed. In comparison with th...
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With fixed predictors, the standard method (Cohen, Cohen, West, & Aiken, 2003, p. 86; Harris, 2001, p. 80; Hays, 1994, p. 709) for computing confidence intervals (CIs) for standardized regression coefficients fails to account for the sampling variability of the criterion standard deviation. With random predictors, this method also fails to account for the sampling variability of the predictor s...
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ژورنال
عنوان ژورنال: Water Resources Research
سال: 2013
ISSN: 0043-1397
DOI: 10.1002/wrcr.20126