False coverage rate
WebarXiv.org e-Print archive WebKEY WORDS: Conditional confidence intervals; False coverage rate; Selective inference. 1. INTRODUCTION Throughout this article, let Y = d + Z, where the density of the random variable Z is known, unimodal and symmetric about 0, and assume that we are interested in the value of the parameter only if F is big enough, say bigger than c. Alterna
False coverage rate
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WebBenjamini and Yekutieli (2005) proposed the false coverage-statement rate (FCR) method for multiplicity correction when constructing confidence intervals for only selected parameters. FCR for the confidence interval method is parallel to the concept of the false discovery rate for multiple hypothesis testing. In practice, we typically construct ... WebDec 19, 2015 · Executes the Benjamini & Hochberg (1995) procedure for controlling the false discovery rate (FDR) of a family of hypothesis tests. FDR is the expected …
WebOnline False Coverage Rate Control strated in Section5and in SectionB.1of the supplement. Second, constructing a conditional CI may be a prohibitive task depending on how complicated the selection event and the (unconditional) distribution of X iare. In this paper, we will propose a solution for online FCR In statistics, a false coverage rate (FCR) is the average rate of false coverage, i.e. not covering the true parameters, among the selected intervals. The FCR gives a simultaneous coverage at a (1 − α)×100% level for all of the parameters considered in the problem. The FCR has a strong connection to the false … See more Not keeping the FCR means $${\displaystyle {\text{FCR}}>q}$$ when $${\displaystyle q={\frac {V}{R}}={\frac {\alpha m_{0}}{R}}}$$, where $${\displaystyle m_{0}}$$ is the number of true null hypotheses, See more • False positive rate • Post-hoc analysis See more Selection Selection causes reduced average coverage. Selection can be presented as conditioning on an event defined by the data and may affect … See more Bonferroni procedure (Bonferroni-selected–Bonferroni-adjusted) for simultaneous CI Simultaneous CIs … See more
WebJun 21, 2012 · They introduced the concept of the false coverage rate (FCR) for confidence intervals which is parallel to the concept of the false discovery rate in the multiple … WebMay 3, 2024 · The false coverage rate (FCR) is the expected ratio of number of constructed confidence intervals (CIs) that fail to cover their respective parameters to the total number of constructed CIs. Procedures for FCR control exist in the offline setting, but none so far have been designed with the online setting in mind. In the online setting, …
WebIn statistics, a false coverage rate (FCR) is the average rate of false coverage, i.e. not covering the true parameters, among the selected intervals. The FCR gives a …
WebThe False coverage rate is the FDR equivalent to the idea of confidence interval. FCR indicates the average rate of false coverage, namely, not covering the true parameters, among the selected intervals. The FCR gives a simultaneous coverage at a level for all of the parameters considered in the problem. Intervals with simultaneous coverage ... public school new york blazerWebJSTOR Home public school mailing listsWebGeneral ways to improve false coverage rate-adjusted selective confidence intervals. Haibing Zhao. Biometrika, Volume 109, Issue 1, March 2024, Pages 153–164, ... public school mental healthWebDec 19, 2024 · Key Details: The uninsured rate dropped in 2024, reversing an upward climb from 2024 to 2024. The uninsured rate in 2024 declined to 10.2% from 10.9% in 2024, and the number of people who were ... public school number 13WebApr 23, 2015 · The idea behind False-Coverage-rate (FCR) adjusted confidence intervals (CIs) is that if you can construct regular CIs, you merely need to inflate them for FCR … public school medicine hatWebthat such selected intervals fail to provide the assumed coverage probability. By generalizing the false discovery rate (FDR) approach from multiple testing to selected multiple CIs, we suggest the false covera ge-statement rate (FCR) as a measure of interval coverage following selection. public school number 1 west new yorkWebthat such selected intervals fail to provide the assumed coverage probability. By generalizing the false discovery rate (FDR) approach from multiple testing to selected … public school new orleans