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Easy-to-construct confidence bands for comparing two simple linear regression lines
Authors:A.J. Hayter  W. Liu  H.P. Wynn
Affiliation:1. Industrial and Systems Engineering, Georgia Tech, Atlanta, USA;2. School of Mathematics, University of Southampton, Southampton, UK;3. Department of Statistics, London School of Economics, London, UK
Abstract:This paper shows how to construct confidence bands for the difference between two simple linear regression lines. These confidence bands provide directly the information on the magnitude of the difference between the regression lines over an interval of interest and, as a by-product, can be used as a formal test of the difference between the two regression lines. Various different shapes of confidence bands are illustrated, and particular attention is paid towards confidence bands whose construction only involves critical points from standard distributions so that they are consequently easy to construct.
Keywords:Simple linear regression   Confidence bands   Comparisons of regression models   Maximum modulus distribution
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