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Statistical inferences for linear regression models when the covariates have functional relationships: polynomial regression

Record type: Article

In many linear regression models, there are functional relationships among the covariates. The usual (partial) F tests for these models do not utilize these functional relationships, however, and so have certain undesirable properties. Improvements over these F tests are proposed in this article, and they are based on simultaneous confidence bands. For ease of illustration of the ideas, we focus on the polynomial regression model.

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Citation

Liu, Wei, Wynn, H.P. and Hayter, A.J. (2008) Statistical inferences for linear regression models when the covariates have functional relationships: polynomial regression Journal of Statistical Computation and Simulation, 78, (4), pp. 315-324. (doi:10.1080/00949650601100981).

More information

Published date: 12 June 2008
Keywords: confidence bands, F tests, linear regression, polynomial regression, simultaneous inference, statistical simulation

Identifiers

Local EPrints ID: 55191
URI: http://eprints.soton.ac.uk/id/eprint/55191
ISSN: 0094-9655
PURE UUID: 967a6827-5f9f-44e4-926e-a37689157233
ORCID for Wei Liu: ORCID iD orcid.org/0000-0002-4719-0345

Catalogue record

Date deposited: 05 Aug 2008
Last modified: 17 Jul 2017 14:33

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Contributors

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

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