Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149724 | Journal of Statistical Planning and Inference | 2009 | 6 Pages |
Abstract
This paper addresses the problem of confidence band construction for a standard multiple linear regression model. A “ray” method of construction is developed which generalizes the method of Graybill and Bowden [1967. Linear segment confidence bands for simple linear regression models. J. Amer. Statist. Assoc. 62, 403–408] for a simple linear regression model to a multiple linear regression model. By choosing suitable directions for the rays 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
A.J. Hayter, W. Liu, P. Ah-Kine,