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 |
| Item ID: | 66096 |
| Date Deposited: | 28 Apr 2009 |
| Last Modified: | 01 Jun 2011 00:48 |
| Contributors: | Hayter, A.J. (Author) Liu, W. (Author) Ah-Kine, P. (Author) |
| Date: | 1 February 2009 |
| Status: | Published |
| URI: | http://eprints.soton.ac.uk/id/eprint/66096 |
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