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
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.
|Additional Information:||© 2012 Taylor & Francis Group, LLC.|
|Uncontrolled Keywords:||confidence bands, independence points, Kimball's inequality, multiple linear regression, t-distribution|
|Library of Congress subject classification:||Q Science > QA Mathematics|
|Sets:||Research centres and groups > Decision Support and Risk Group (DSRG)|
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