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Easy-to-construct confidence bands for comparing two simple linear regression lines

Hayter, A. J. and Liu, W. and Wynn, Henry P. (2007) Easy-to-construct confidence bands for comparing two simple linear regression lines. Journal of Statistical Planning and Inference, 137 (4). pp. 1213-1225. ISSN 0378-3758

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Identification Number: 10.1016/j.jspi.2006.02.004

Abstract

This paper shows how to construct confidence bands for the difference between two simple linear regression lines. These confidence bands provide directly the information on the magnitude of the difference between the regression lines over an interval of interest and, as a by-product, can be used as a formal test of the difference between the two regression lines. Various different shapes of confidence bands are illustrated, and particular attention is paid towards confidence bands whose construction only involves critical points from standard distributions so that they are consequently easy to construct.

Item Type: Article
Official URL: http://www.sciencedirect.com/science/journal/03783...
Additional Information: © 2007 Elsevier
Subjects: 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 15:56
Last Modified: 26 Feb 2014 15:56
URI: http://eprints.lse.ac.uk/id/eprint/55879

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