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A new confidence interval in measurement error model with the reliability ratio known
Authors:Liang Yan
Institution:School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, China
Abstract:For the slope parameter of the measurement error model with the reliability ratio known, this article constructs a fiducial generalized confidence interval (FGCI) which is proved to have correct asymptotic coverage. Simulation results demonstrate that the FGCI often outperforms the existing intervals in terms of empirical coverage probability, average interval length, and false parameter coverage rate. Two examples are also provided to illustrate our approach.
Keywords:Correct asymptotic coverage  false parameter coverage rate  fiducial generalized confidence interval  measurement error model  
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