Confidence bands for regression: the independence point method


Hayter, A. J., Wynn, H. P. and Liu, W. (2005) Confidence bands for regression: the independence point method. Southampton, UK, Southampton Statistical Sciences Research Institute, 15pp. (S3RI Methodology Working Papers, (M05/17) ).

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Description/Abstract

In some circumstances for a linear model with ? parameters ? regression in Rd of the form ? one can find special points ? for which the usual least squares estimators ? of the expected response ? are uncorrelated, independent in the Gaussian case. Following Wynn (Biometrika, 1984) we use this to set up simple piecewise linear confidence bands in the case ?, namely the additive main effect model in multiple regression and some other cases.

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Item Type: Monograph (Working Paper)
Subjects: H Social Sciences > HA Statistics
Divisions: University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute
ePrint ID: 17490
Date Deposited: 05 Oct 2005
Last Modified: 27 Mar 2014 18:07
URI: http://eprints.soton.ac.uk/id/eprint/17490

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