Coverage Properties of Empirical Bayes Intervals
Methodology
2022-03-08 v1
Abstract
This note is an invited discussion of the article "Confidence Intervals for Nonparametric Empirical Bayes Analysis" by Ignatiadis and Wager. In this discussion, I review some goals of empirical Bayes data analysis and the contribution of Ignatiadis and Wager. Differences between across-group inference and group-specific inference are discussed. Standard empirical Bayes interval procedures focus on controlling the across-group average coverage rate. However, if group-specific inferences are of primary interest, confidence intervals with group-specific coverage control may be preferable.
Keywords
Cite
@article{arxiv.2203.02569,
title = {Coverage Properties of Empirical Bayes Intervals},
author = {Peter Hoff},
journal= {arXiv preprint arXiv:2203.02569},
year = {2022}
}
Comments
Invited comments for the JASA discussion article "Confidence Intervals for Nonparametric Empirical Bayes Analysis" by Ignatiadis and Wager