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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. ORCID: 0000-0002-6448-1080 (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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Identification Number: 10.1080/03610926.2011.569679

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.
Divisions: LSE
Subjects: Q Science > QA Mathematics
Date Deposited: 12 Nov 2012 15:27
Last Modified: 06 Jan 2024 04:39
URI: http://eprints.lse.ac.uk/id/eprint/47378

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