Hayter, A. J., Kiatsupaibul, S., Liu, W. and Wynn, H. P. (2012) An independence point method of confidence band construction for multiple linear regression models. Communications in Statistics: Theory and Methods, 41 (22). pp. 4132-4141. ISSN 0361-0926
Abstract
This article addresses the problem of confidence band construction for a standard multiple linear regression model. An "independence point" method of construction is developed which generalizes the method of Gafarian (1964) for a simple linear regression model to a multiple linear regression model. Wynn (1984) pioneered the approach of basing confidence bands for a polynomial regression on a set of nodes where the function estimates are independent, and this approach is exploited in this article. 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, and comparisons are made with other procedures.
| Item Type: | Article |
|---|---|
| Official URL: | http://www.tandfonline.com/loi/lsta20 |
| Additional Information: | © 2012 Taylor & Francis Group, LLC. |
| Library of Congress subject classification: | Q Science > QA Mathematics |
| Sets: | Research centres and groups > Decision Support and Risk Group (DSRG) |
| Date Deposited: | 12 Nov 2012 15:27 |
| URL: | http://eprints.lse.ac.uk/47378/ |
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