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Confidence bands for linear regressions

 

作者: Igor Rychlik,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1992）
卷期: Volume 21, issue 2  

页码: 333-352

 

ISSN:0361-0918

 

年代: 1992

 

DOI:10.1080/03610919208813022

 

出版商: Marcel Dekker, Inc.

 

关键词: simultaneous confidence intervals;multilinear regression;polynomial regression

 

数据来源: Taylor

 

摘要:

A method for obtaining confidence bands for regression functions is given. The algorithm allows for the construction of simultaneous confidence intervals for multiple regression functions containing up to seven parameters. Various types of constraints on predictor variables are allowed as well as different shapes for the confidence bands. Computations, examples and comparisons illuminate the effectiveness and accuracy of the algorithm.

 

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