University of Belgrade – Faculty of Economics
MSc Ivana Ivković, Teaching Assistant

Dr Vesna Rajić, Full Professor

Dr Jelena Stanojević, Assistant Professor

will present their latest research

Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed

published in Communications in Statistics: Simulation and Computation.

Time: Wednesday, January 20 at at 12 o’clock.

Location: The seminar will be organized online.

Link for the meeting is as follows:

https://us02web.zoom.us/j/8054259098

Reference of the paper: Ivković, I., Rajić, V., & Stanojević, J. (2018) Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed. Communications in Statistics – Simulation and Computation, 147-158.

DOI: 10.1080/03610918.2018.1476702

Abstract: Confidence interval for the slope parameter based on the t-statistic is not appropriate when the error term is not normally distributed. In this paper, we examine some existing methods for the interval estimation of the slope parameter and suggest new methods for giving better coverage accuracy. The following methods are considered: the standard t, the bootstrap-t, and three intervals based on the transformations of the t-statistic. The results for the Exponential and Weibull distributions and for the real data set are presented. The simulation study shows that these introduced intervals give better results than existing methods.

JOURNAL DETAILS

Journal Citation Report (SCIe/SSCI)
Impact Factor: IF2: 0.651 , IF5: 0.651

Category and Position: М23 in the field Statistics & Probability

Scimago Journal Rank
Quartile: Q2
Category: Modelling and Simulation 

Quartile: Q3
Category: Statistics and Probability

ABS Academic Journal Guide
Rank: unranked

Category: –