There are two methods of computing confidence intervals for the regression parameters. One is based on the profile likelihood function, and the other is based on the asymptotic normality of the ...

Routine applications of quantile regression analysis require reliable and practical algorithms for estimating standard errors, variance-covariance matrices, as well as confidence intervals.

Although it is well known that modern methods of computing confidence intervals (CIs) based on likelihood or simulation have important advantages, normal approximation confidence interval procedures ...

METHODS=4 This requests a confidence interval for the population mean. Two-sided intervals are computed as One-sided limits are computed as ...

The commonly used software packages come with two options, referred to as the parametric and jackknife methods, for computing the associated confidence intervals.

We derive forecast confidence bands using a Global Projection Model covering the United States, the euro area, and Japan. In the model, the price of oil is a stochastic process, interest rates have a ...