2022/03/04 by Peter D. Hoff, Hoff, Peter
Mathematics · #62C12 #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods in Clinical Trials
paper · pdf · doi:10.48550/arxiv.2203.02569
openalex publication_date 2022/03/04 · openalex created_date 2022/05/05 · openalex updated_date 2026/07/28
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.