作者：Ketz, Philipp; McCloskey, Adam
作者单位：Centre National de la Recherche Scientifique (CNRS); Paris School of Economics; University of Colorado System; University of Colorado Boulder
摘要：We introduce adaptive confidence intervals on a parameter of interest in the presence of nuisance parameters, such as coefficients on control variables, with known signs. Our confidence intervals are trivial to compute and can provide significant length reductions relative to standard ones when the nuisance parameters are small. At the same time, they entail minimal length increases at any parameter values. We apply our confidence intervals to the linear regression model, prove their uniform v...
