Simultaneous Inference in Regression


Liu, Wei (2010) Simultaneous Inference in Regression, London, GB, Chapman and Hall, Chemical Rubber Company Press, 292pp. (Chapman & Hall/CRC Monographs on Statistics & Applied Probability ).

Download

Full text not available from this repository.

Description/Abstract

Simultaneous confidence bands enable more intuitive and detailed inference of regression analysis than the standard inferential methods of parameter estimation and hypothesis testing. Simultaneous Inference in Regression provides a thorough overview of the construction methods and applications of simultaneous confidence bands for various inferential purposes. It supplies examples and MATLAB® programs that make it easy to apply the methods to your own data analysis. The MATLAB programs, along with color figures, are available for download on www.personal.soton.ac.uk/wl/mybook.html


Most of the book focuses on normal-error linear regression models. The author presents simultaneous confidence bands for a simple regression line, a multiple linear regression model, and polynomial regression models. He also uses simultaneous confidence bands to assess part of a multiple linear regression model with the zero function, to compare two regression models, and to evaluate more than two regression models. The final chapter demonstrates the use of simultaneous confidence bands in generalized linear regression models, such as logistic regression models.


This book shows how to employ simultaneous confidence bands to make useful inferences in regression analysis. The topics discussed can be extended to functions other than parametric regression functions, offering novel opportunities for research beyond linear regression models.

Item Type: Book
ISBNs: 1439828091 (hardback)
9781439828090 (hardback)
Related URLs:
Subjects: H Social Sciences > HA Statistics
Divisions: University Structure - Pre August 2011 > School of Mathematics > Statistics
ePrint ID: 176557
Date Deposited: 08 Mar 2011 13:44
Last Modified: 27 Mar 2014 19:23
Publisher: Chapman and Hall, Chemical Rubber Company Press
URI: http://eprints.soton.ac.uk/id/eprint/176557

Actions (login required)

View Item View Item