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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Official URL: http://dx.doi.org/10.1016/j.jspi.2008.04.029
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 |
|---|---|
| ISSN: | 0378-3758 (print) |
| Related URLs: | http://dx.doi.org/10.1016/j.js...008.04.029 |
| 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 |
| Deposited On: | 28 Apr 2009 |
| Last Modified: | 01 Jun 2011 01:48 |
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