Confidence band for percentile line in multiple linear regression

被引：0

作者：

Chvostekova, Martina ^{[1
]}

机构：

[1] Slovak Acad Sci, Inst Measurement Sci, Dept Theoret Methods, Dubravska Cesta 9, Bratislava 84104, Slovakia

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2017年 / 46卷 / 05期

关键词：

Confidence interval; Multiplelinear regression model; Percentiles; Simultaneous inference; 62F25; 62J05; MODEL; INTERVALS;

D O I：

10.1080/03610918.2015.1060333

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We deal with the problem of estimating constructing a confidence band for the 100th percentile line in the multiple linear regression model with independent identically normally distributed errors. A method for computing the exact Scheffe type confidence band over a limited space of the particular covariates region is suggested. A confidence band depends on an estimator of the percentile line. The confidence bands based on the different estimators of the percentile line are compared with respect to the average bandwidth.

引用

页码：3933 / 3941

页数：9

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