A General Method for Constructing Simultaneous Confidence Intervals
作者:
J. Richmond,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1982)
卷期:
Volume 77,
issue 378
页码: 455-460
ISSN:0162-1459
年代: 1982
DOI:10.1080/01621459.1982.10477832
出版商: Taylor & Francis Group
关键词: Multiple comparisons procedures;Studentized maximum modulus;Scheffé's method;Simultaneous confidence intervals
数据来源: Taylor
摘要:
A general method is proposed for constructing simultaneous confidence intervals that gives special emphasis to any preselected finite spanning subset in a linear space of estimable functions. The method has a wide range of application, including regression analysis. The length of a confidence interval is determined as the solution to a linear programming problem. The studentized maximum modulus distribution can be used to choose critical values for conservative control of the overall confidence level. The method is compared to Scheffé's procedure.
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