Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: The impact of a Hausman pretest on the coverage probability and expected
  length of confidence intervals   In the analysis of clustered and longitudinal data, which includes a
covariate that varies both between and within clusters (e.g. time-varying
covariate in longitudinal data), a Hausman pretest is commonly used to decide
whether subsequent inference is made using the linear random intercept model or
the fixed effects model. We assess the effect of this pretest on the coverage
probability and expected length of a confidence interval for the slope
parameter. Our results show that for the small levels of significance of the
Hausman pretest commonly used in applications, the minimum coverage probability
of this confidence interval can be far below nominal. Furthermore, the expected
length of this confidence interval is, on average, larger than the expected
length of a confidence interval for the slope parameter based on the fixed
effects model with the same minimum coverage.

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The categories of this paper are: patt-sol
36
The categories of this paper are: cmp-lg
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The categories of this paper are: adap-org
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The categories of this paper are: hep-lat
14
The categories of this paper are: math-ph
0
The categories of this paper are: hep-ph
5
The categories of this paper are: gr-qc
34
The categories of this paper are: chem-ph
24
The categories of this paper are: dg-ga
2
The categories of this paper are: math
35
The categories of this paper are: mtrl-th
32
The categories of this paper are: atom-ph
6
The categories of this paper are: astro-ph
30
The categories of this paper are: q-alg
13
The categories of this paper are: quant-ph
9
The categories of this paper are: nlin