A ray method of confidence band construction for multiple linear regression models


Hayter, A.J., Liu, W. and Ah-Kine, P. (2009) A ray method of confidence band construction for multiple linear regression models Journal of Statistical Planning and Inference, 139, (2), pp. 329-334. (doi:10.1016/j.jspi.2008.04.029).

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Description/Abstract

This paper addresses the problem of confidence band construction for a standard multiple linear regression model. A “ray” method of construction is developed which generalizes the method of Graybill and Bowden [1967. Linear segment confidence bands for simple linear regression models. J. Amer. Statist. Assoc. 62, 403–408] for a simple linear regression model to a multiple linear regression model. By choosing suitable directions for the rays this method requires only critical points from t-distributions so that the confidence bands are easy to construct. Both one-sided and two-sided confidence bands can be constructed using this method. An illustration of the new method is provided.

Item Type: Article
Digital Object Identifier (DOI): doi:10.1016/j.jspi.2008.04.029
ISSNs: 0378-3758 (print)
Subjects:
Organisations: Statistics
ePrint ID: 66096
Date :
Date Event
1 February 2009Published
Date Deposited: 28 Apr 2009
Last Modified: 18 Apr 2017 21:44
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/66096

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