Liu, Wei, Wynn, H. P. 
ORCID: 0000-0002-6448-1080 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 |
| Divisions: | Centre for Analysis of Time Series |
| Subjects: | Q Science > QA Mathematics |
| Date Deposited: | 26 Feb 2014 11:13 |
| Last Modified: | 25 Jan 2024 01:15 |
| URI: | http://eprints.lse.ac.uk/id/eprint/55870 |
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