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).
Download
Full text not available from this repository.
Description/Abstract
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.
| Item Type: | Article |
|---|---|
| ISSNs: | 0094-9655 (print) |
| Related URLs: | |
| 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 |
| Item ID: | 55191 |
| Date Deposited: | 05 Aug 2008 |
| Last Modified: | 01 Jun 2011 09:37 |
| Contributors: | Liu, Wei (Author) Wynn, H.P. (Author) Hayter, A.J. (Author) |
| Date: | 12 June 2008 |
| Status: | Published |
| Contact Email Address: | W.Liu@maths.soton.ac.uk |
| URI: | http://eprints.soton.ac.uk/id/eprint/55191 |
Actions (login required)
 |
View Item |
