Confidence bands for regression: the independence point method
Confidence bands for regression: the independence point method
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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Southampton Statistical Sciences Research Institute, University of Southampton
Hayter, A. J.
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Wynn, H. P.
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Liu, W.
b64150aa-d935-4209-804d-24c1b97e024a
5 October 2005
Hayter, A. J.
55bd07a5-db1d-4d3d-8c87-b307485420d9
Wynn, H. P.
c405c30d-ddb9-4f2b-8ab4-2b1ffd78fea6
Liu, W.
b64150aa-d935-4209-804d-24c1b97e024a
Hayter, A. J., Wynn, H. P. and Liu, W.
(2005)
Confidence bands for regression: the independence point method
(S3RI Methodology Working Papers, M05/17)
Southampton, UK.
Southampton Statistical Sciences Research Institute, University of Southampton
15pp.
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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.
(this abstract contains LaTex markup that cannot be reproduced here; see the original paper for details)
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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
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Date deposited: 05 Oct 2005
Last modified: 16 Mar 2024 02:42
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Author:
A. J. Hayter
Author:
H. P. Wynn
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