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Confidence bands for regression: the independence point method

Hayter, A. J., Wynn, H. P. and Liu, W. (2005) Confidence bands for regression: the independence point method , Southampton, UK Southampton Statistical Sciences Research Institute 15pp. (S3RI Methodology Working Papers, M05/17).

Record type: Monograph (Working Paper)

Abstract

In some circumstances for a linear model with ? parameters ? regression in Rd of the form ? one can find special points ? for which the usual least squares estimators ? of the expected response ? are uncorrelated, independent in the Gaussian case. Following Wynn (Biometrika, 1984) we use this to set up simple piecewise linear confidence bands in the case ?, namely the additive main effect model in multiple regression and some other cases.

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Published date: 5 October 2005

Identifiers

Local EPrints ID: 17490
URI: http://eprints.soton.ac.uk/id/eprint/17490
PURE UUID: e118312d-45be-4ef6-925c-756a3a13b7b9
ORCID for W. Liu: ORCID iD orcid.org/0000-0002-4719-0345

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Date deposited: 05 Oct 2005
Last modified: 17 Jul 2017 16:38

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Contributors

Author: A. J. Hayter
Author: H. P. Wynn
Author: W. Liu ORCID iD

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