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Confidence bands for regression: the independence point method

Hayter, A.J., Wynn, Henry P. and Liu, W. (2004) Confidence bands for regression: the independence point method. S3RI Methodology Working Papers (M05/17). Southampton Statistical Sciences Research Institute, Southampton, UK.

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Abstract

In some circumstances for a linear model with ? parameters ? regression in Rd of the form ? one can find special points ? for which the usual least squares estimators ? of the expected response ? are uncorrelated, independent in the Gaussian case. Following Wynn (Biometrika, 1984) we use this to set up simple piecewise linear confidence bands in the case ?, namely the additive main effect model in multiple regression and some other cases.

Item Type: Monograph (Report)
Official URL: http://www.southampton.ac.uk/s3ri
Additional Information: © 2004 The Authors
Divisions: Centre for Analysis of Time Series
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 16:04
Last Modified: 27 Feb 2019 00:01
URI: http://eprints.lse.ac.uk/id/eprint/55882

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