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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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
ePrint ID: 55191
Date Deposited: 05 Aug 2008
Last Modified: 27 Mar 2014 18:38
Contact Email Address: W.Liu@maths.soton.ac.uk
URI: http://eprints.soton.ac.uk/id/eprint/55191

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