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An independence point method of confidence band construction for multiple linear regression models

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

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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)
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 12 Nov 2012 15:27
URL: http://eprints.lse.ac.uk/47378/

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