Construction of Exact Simultaneous Confidence Bands for a Simple Linear Regression Model
نویسندگان
چکیده
منابع مشابه
Simultaneous confidence bands for a percentile line in linear regression
Construction of simultaneous confidence bands for a percentile line in linear regression has been considered by several authors. But only conservative symmetric bands, which use critical constants over the whole covariate range (−∞, ∞), are available in the literature. New methods allow the construction of exact symmetric bands for a percentile line over a finite interval of the covariate x. Th...
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A simultaneous confidence band gives useful information on the reasonable range of the unknown regression model. In this note, when the predictor variables are constrained to a special ellipsoidal region, hyperbolic and constant width confidence bonds for a multiple linear regression model are compared under the minimum volome confidence set (MVCS) criterion. The size of one speical an...
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For the normal-error multiple linear regression model, the problem considered is the construction of a simultaneous confidence band with width proportional to the standard error for the regression function when the predictor variables are constrained in intervals. To date, exact band is available only when there is one predictor variable. When there are more than one predictor variables, only c...
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We discuss a simple simulation method for construction of exact confidence bands, having a pre-assigned confidence level simultaneously for several regression functions which are univariate polynomials in the predictors. This is accomplished by combining and extending existing results in a manner that permits both finite and infinite ranges for individual predictor variables. We illustrate the ...
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In the first part, entitled “Model assisted Cox regression” and published in Journal of Multivariate Analysis (JMVA), it was shown that standard Cox regression, combined with Dikta’s semiparametric random censorship models, provides an effective framework for obtaining improved parameter estimates. Here, this methodology is exploited to construct simultaneous confidence bands (SCBs) for subject...
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ژورنال
عنوان ژورنال: International Statistical Review
سال: 2008
ISSN: 0306-7734,1751-5823
DOI: 10.1111/j.1751-5823.2007.00027.x