Easy-to-construct confidence bands for comparing two simple linear regression lines
Easy-to-construct confidence bands for comparing two simple linear regression lines
This paper shows how to construct confidence bands for the difference between two simple linear regression lines. These confidence bands provide directly the information on the magnitude of the difference between the regression lines over an interval of interest and, as a by-product, can be used as a formal test of the difference between the two regression lines. Various different shapes of confidence bands are illustrated, and particular attention is paid towards confidence bands whose construction only involves critical points from standard distributions so that they are consequently easy to construct.
simple linear regression, confidence bands, comparisons of regression models, maximum modulus distribution
1213-1225
Hayter, A.J.
55bd07a5-db1d-4d3d-8c87-b307485420d9
Liu, W.
b64150aa-d935-4209-804d-24c1b97e024a
Wynn, H.P.
849f3bf7-a005-4361-a9ec-f3a28b75d398
1 April 2007
Hayter, A.J.
55bd07a5-db1d-4d3d-8c87-b307485420d9
Liu, W.
b64150aa-d935-4209-804d-24c1b97e024a
Wynn, H.P.
849f3bf7-a005-4361-a9ec-f3a28b75d398
Hayter, A.J., Liu, W. and Wynn, H.P.
(2007)
Easy-to-construct confidence bands for comparing two simple linear regression lines.
Journal of Statistical Planning and Inference, 137 (4), .
(doi:10.1016/j.jspi.2006.02.004).
Abstract
This paper shows how to construct confidence bands for the difference between two simple linear regression lines. These confidence bands provide directly the information on the magnitude of the difference between the regression lines over an interval of interest and, as a by-product, can be used as a formal test of the difference between the two regression lines. Various different shapes of confidence bands are illustrated, and particular attention is paid towards confidence bands whose construction only involves critical points from standard distributions so that they are consequently easy to construct.
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Published date: 1 April 2007
Keywords:
simple linear regression, confidence bands, comparisons of regression models, maximum modulus distribution
Identifiers
Local EPrints ID: 55186
URI: http://eprints.soton.ac.uk/id/eprint/55186
ISSN: 0378-3758
PURE UUID: 7c205dff-f947-4a71-94a0-8688cac2ec6a
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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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