For the data in Exercise 6, verify that the 0.95 confidence interval for the regression parameters, using
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For the data in Exercise 6, verify that the 0.95 confidence interval for the regression parameters, using the R function regci with M regression and Schweppe weights, are
(−0.2357, 0.3761) and (−0.0231, 1.2454). Also verify that if regci is used with OLS, the confidence intervals are (−0.4041, 0.6378) and (0.2966, 1.7367). How do the results compare to the confidence intervals returned by lsfitci? What might be wrong with confidence intervals based on regci when the OLS estimator is used?
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Related Book For 
Introduction To Robust Estimation And Hypothesis Testing
ISBN: 9780123869838
3rd Edition
Authors: Rand R. Wilcox
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