CONFIDENCE SEQUENCES FOR REGRESSION COEFFICIENTS IN A MULTIVARIATE LINEAR MODEL
نویسندگان
چکیده
منابع مشابه
Simultaneous Confidence Tubes in Multivariate Linear Regression
Simultaneous confidence bands have been shown in the statistical literature as powerful inferential tools in univariate linear regression. While the methodology of simultaneous confidence bands for univariate linear regression has been extensively researched and well developed, no published work seems available for multivariate linear regression. This paper fills this gap by studying one partic...
متن کاملSome Modifications to Calculate Regression Coefficients in Multiple Linear Regression
In a multiple linear regression model, there are instances where one has to update the regression parameters. In such models as new data become available, by adding one row to the design matrix, the least-squares estimates for the parameters must be updated to reflect the impact of the new data. We will modify two existing methods of calculating regression coefficients in multiple linear regres...
متن کاملComputing confidence intervals for standardized regression coefficients.
With fixed predictors, the standard method (Cohen, Cohen, West, & Aiken, 2003, p. 86; Harris, 2001, p. 80; Hays, 1994, p. 709) for computing confidence intervals (CIs) for standardized regression coefficients fails to account for the sampling variability of the criterion standard deviation. With random predictors, this method also fails to account for the sampling variability of the predictor s...
متن کاملFuzzy linear regression model with crisp coefficients: A goal programming approach
The fuzzy linear regression model with fuzzy input-output data andcrisp coefficients is studied in this paper. A linear programmingmodel based on goal programming is proposed to calculate theregression coefficients. In contrast with most of the previous works, theproposed model takes into account the centers of fuzzy data as animportant feature as well as their spreads in the procedure ofconstr...
متن کاملConfidence Corridors for Multivariate Generalized Quantile Regression∗
We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric estimator and the true function of interest which follow after a series of approximation steps including a Bahadur representation, a new strong approximation theo...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Memoirs of the Faculty of Science, Kyushu University. Series A, Mathematics
سال: 1986
ISSN: 0373-6385
DOI: 10.2206/kyushumfs.40.57