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
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) |
| Date Deposited: | 26 Feb 2014 11:13 |
| URL: | http://eprints.lse.ac.uk/55870/ |
Actions (login required)
 |
Record administration - authorised staff only |
