A ray method of confidence band construction for multiple linear regression models |
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Authors: | A.J. Hayter W. Liu P. Ah-Kine |
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Affiliation: | 1. Department of Statistics and Operations Technology, University of Denver, Denver, CO, USA;2. S3RI and School of Mathematics, University of Southampton, Southampton, UK |
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Abstract: | This paper addresses the problem of confidence band construction for a standard multiple linear regression model. A “ray” method of construction is developed which generalizes the method of Graybill and Bowden [1967. Linear segment confidence bands for simple linear regression models. J. Amer. Statist. Assoc. 62, 403–408] for a simple linear regression model to a multiple linear regression model. By choosing suitable directions for the rays this method requires only critical points from t-distributions so that the confidence bands are easy to construct. Both one-sided and two-sided confidence bands can be constructed using this method. An illustration of the new method is provided. |
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Keywords: | Multiple linear regression Confidence bands |
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