A ray method of confidence band construction for multiple linear regression models


Hayter, A.J., Liu, W. and Ah-Kine, P. (2009) A ray method of confidence band construction for multiple linear regression models. Journal of Statistical Planning and Inference, 139, (2), 329-334. (doi:10.1016/j.jspi.2008.04.029).

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Description/Abstract

This paper addresses the problem of confidence band construction for a standard multiple linear regression model. A “ray” method of construction is developed which generalizes the method of Graybill and Bowden [1967. Linear segment confidence bands for simple linear regression models. J. Amer. Statist. Assoc. 62, 403–408] for a simple linear regression model to a multiple linear regression model. By choosing suitable directions for the rays this method requires only critical points from t-distributions so that the confidence bands are easy to construct. Both one-sided and two-sided confidence bands can be constructed using this method. An illustration of the new method is provided.

Item Type: Article
ISSNs: 0378-3758 (print)
Related URLs:
Subjects: Q Science > QA Mathematics
Divisions: University Structure - Pre August 2011 > Southampton Statistical Sciences Research Institute
University Structure - Pre August 2011 > School of Mathematics > Statistics
ePrint ID: 66096
Date Deposited: 28 Apr 2009
Last Modified: 28 Mar 2014 15:24
Projects:
Construction and Applications of Simultaneous Confidence Bands for Linear Regression Models
Funded by: EPSRC (EP/E046126/1)
Led by: Wei Liu
20 July 2007 to 19 October 2007
URI: http://eprints.soton.ac.uk/id/eprint/66096

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