CONFIDENCE BANDS FOR LINEAR REGRESSIONS

被引:5
|
作者
RYCHLIK, I [1 ]
机构
[1] UNIV LUND,S-22100 LUND,SWEDEN
关键词
SIMULTANEOUS CONFIDENCE INTERVALS; MULTILINEAR REGRESSION; POLYNOMIAL REGRESSION;
D O I
10.1080/03610919208813022
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
A method for obtaining confidence bands for regression funtions 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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页码:333 / 352
页数:20
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