Statistical inferences for linear regression models when the covariates have functional relationships: polynomial regression
Liu, Wei, Wynn, H.P. and Hayter, A.J. (2008) Statistical inferences for linear regression models when the covariates have functional relationships: polynomial regression. Journal of Statistical Computation and Simulation, 78, (4), 315-324. (doi:10.1080/00949650601100981).
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In many linear regression models, there are functional relationships among the covariates. The usual (partial) F tests for these models do not utilize these functional relationships, however, and so have certain undesirable properties. Improvements over these F tests are proposed in this article, and they are based on simultaneous confidence bands. For ease of illustration of the ideas, we focus on the polynomial regression model.
|Keywords:||confidence bands, F tests, linear regression, polynomial regression, simultaneous inference, statistical simulation|
|Subjects:||Q Science > QA Mathematics|
|Divisions:||University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute
|Date Deposited:||05 Aug 2008|
|Last Modified:||01 Jun 2011 09:37|
|Contact Email Address:||W.Liu@maths.soton.ac.uk|
|RDF:||RDF+N-Triples, RDF+N3, RDF+XML, Browse.|
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