Operability region equivalence: simultaneous confidence bands for the equivalence of two regression models over restricted regions
Operability region equivalence: simultaneous confidence bands for the equivalence of two regression models over restricted regions
In many scientific problems the purpose of comparing two linear regression models is to demonstrate that they have only negligible differences and so can be regarded as being practically equivalent. The frequently used statistical approach of testing the homogeneity null hypothesis of the two models by using a partial F test is not appropriate for this purpose. In this paper, a simultaneous confidence band is proposed which provides an upper bound on the largest possible difference between the two models, in units of the standard error of the observations, over a given region of the covariates. This is demonstrated to be a more practical method for assessing the equivalence of the two regression models.
confidence bands, equivalence, F -tests, linear regression, non-centrality parameter, simultaneous inference
144-150
Liu, W.
b64150aa-d935-4209-804d-24c1b97e024a
Hayter, A.J.
55bd07a5-db1d-4d3d-8c87-b307485420d9
Wynn, H.P.
849f3bf7-a005-4361-a9ec-f3a28b75d398
2007
Liu, W.
b64150aa-d935-4209-804d-24c1b97e024a
Hayter, A.J.
55bd07a5-db1d-4d3d-8c87-b307485420d9
Wynn, H.P.
849f3bf7-a005-4361-a9ec-f3a28b75d398
Liu, W., Hayter, A.J. and Wynn, H.P.
(2007)
Operability region equivalence: simultaneous confidence bands for the equivalence of two regression models over restricted regions.
Biometrical Journal, 49 (1), .
(doi:10.1002/bimj.200610322).
Abstract
In many scientific problems the purpose of comparing two linear regression models is to demonstrate that they have only negligible differences and so can be regarded as being practically equivalent. The frequently used statistical approach of testing the homogeneity null hypothesis of the two models by using a partial F test is not appropriate for this purpose. In this paper, a simultaneous confidence band is proposed which provides an upper bound on the largest possible difference between the two models, in units of the standard error of the observations, over a given region of the covariates. This is demonstrated to be a more practical method for assessing the equivalence of the two regression models.
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Submitted date: 20 May 2006
Published date: 2007
Keywords:
confidence bands, equivalence, F -tests, linear regression, non-centrality parameter, simultaneous inference
Identifiers
Local EPrints ID: 55159
URI: http://eprints.soton.ac.uk/id/eprint/55159
ISSN: 0323-3847
PURE UUID: 1f5bd532-ea1b-4982-ada5-f80ff30747af
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Date deposited: 05 Aug 2008
Last modified: 16 Mar 2024 02:42
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Author:
A.J. Hayter
Author:
H.P. Wynn
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