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