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