Simultaneous Confidence Intervals in Multiple Regression
作者:
ThomasP. Lane,
WilliamH. Dumouchel,
期刊:
The American Statistician
(Taylor Available online 1994)
卷期:
Volume 48,
issue 4
页码: 315-321
ISSN:0003-1305
年代: 1994
DOI:10.1080/00031305.1994.10476090
出版商: Taylor & Francis Group
关键词: Bonferroni;Multiple comparisons;Scheffé
数据来源: Taylor
摘要:
We describe a hybrid method for computing confidence intervals for linear combinations of coefficients in multiple regression, with an emphasis on intervals for fitted values. The hybrid method combines the Bonferroni and Scheffé approaches, and it is applicable when there are both continuous and discrete predictors. It often leads to intervals that are narrower than those produced by the Scheffé method. We also describe how the method can create simultaneous prediction intervals for new observations.
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