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Statistical inferences for linear regression models when the covariates have functional relationships: polynomial regression

Liu, Wei, Wynn, H. P. and Hayter, A. J. (2008) Statistical inferences for linear regression models when the covariates have functional relationships: polynomial regression. Journal of Statistical Computation and Simulation, 78 (4). pp. 315-324. ISSN 0094-9655

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Abstract

In many linear regression models, there are functional relationships among the covariates. The usual (partial) F tests for these models do not utilize these functional relationships, however, and so have certain undesirable properties. Improvements over these F tests are proposed in this article, and they are based on simultaneous confidence bands. For ease of illustration of the ideas, we focus on the polynomial regression model.

Item Type: Article
Official URL: http://www.tandfonline.com/toc/gscs20/current#.Uw3...
Additional Information: © 2008 The Authors
Library of Congress subject classification: Q Science > QA Mathematics
Sets: Research centres and groups > Centre for the Analysis of Time Series (CATS)
Research centres and groups > Decision Support and Risk Group (DSRG)
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 26 Feb 2014 11:13
URL: http://eprints.lse.ac.uk/55870/

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