Simultaneous Small Sample Inference for Linear Combinations of Generalized Linear Model Parameters |
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Authors: | Daniel Gerhard |
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Institution: | 1. Institute of Biostatistics, Leibniz Universit?t Hannover, Hannover, Germanygerhard@canterbury.az.nz |
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Abstract: | A method is proposed to construct simultaneous confidence intervals for multiple linear combinations of generalized linear model parameters, that uses a multivariate normal- or t-distribution together with the signed likelihood root statistic. In an application to a case study simultaneous confidence bands for logistic regression are calculated. A simulation study based on the example evaluation suggests superior performance compared to the common Wald-type approaches. The proposed methods are readily implemented in the R extension package mcprofile. |
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Keywords: | General linear hypotheses Generalized linear models Modified likelihood root Multiple contrast test Simultaneous confidence intervals |
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