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

Record type: Article

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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Citation

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).

More information

Published date: 1 February 2009
Organisations: Statistics

Identifiers

Local EPrints ID: 66096
URI: http://eprints.soton.ac.uk/id/eprint/66096
ISSN: 0378-3758
PURE UUID: 7ba3f9ab-b160-4b5c-8497-30b44c626bfe
ORCID for W. Liu: ORCID iD orcid.org/0000-0002-4719-0345

Catalogue record

Date deposited: 28 Apr 2009
Last modified: 19 Jul 2017 00:28

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