Tolerance regions in multivariate linear regression |
| |
| Institution: | 1. Otsuka Maryland Research Institute, 2440 Research Boulevard, Rockville, MD 20850, USA;2. Department of Mathematics and Statistics, University of Maryland Baltimore County, Baltimore, MD 21250, USA;1. Building Energy Research Group, Department of Architecture and Civil Engineering, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong, China;2. School of Hotel and Tourism Management, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong, China;1. Department of Pharmacognosy, Faculty of Pharmacy and Pharmaceutical Sciences, College of Health Sciences, Kwame Nkrumah University of Science and Technology, Kumasi, Ghana;2. Department of Herbal Medicine, Faculty of Pharmacy and Pharmaceutical Sciences, College of Health Sciences, Kwame Nkrumah University of Science and Technology, Kumasi, Ghana;3. Department of Pharmacology, Faculty of Pharmacy and Pharmaceutical Sciences, College of Health Sciences, Kwame Nkrumah University of Science and Technology, Kumasi, Ghana;4. Department of Pharmaceutical Sciences, Sunyani Technical University, Sunyani, Ghana;1. Department of Odontostomatologic and Specialized Clinical Sciences, Polytechnic University of Marche and Azienda Ospedaliero-Universitaria Ospedali Riuniti Umberto I - G. M. Lancisi - G. Salesi, Ancona, Italy;2. Division of Neonatology, Department of Clinical Sciences, Polytechnic University of Marche and Salesi Children''s Hospital, Ancona, Italy;3. Department of Medicine, University of Udine, Udine, Italy;1. Department of Biological Sciences, University of Maryland, Baltimore County, Baltimore, MD, U.S.A.;2. Department of Mathematics and Statistics, University of Maryland, Baltimore County, Baltimore, MD, U.S.A.;1. CSIRO Energy, 1 Technology Court, Pullenvale, Queensland 4069, Australia;2. CSIRO Materials Science and Engineering, PMB 10, Clayton, Victoria 3168, Australia |
| |
| Abstract: | The construction of tolerance regions is investigated for a multivariate linear regression model under the multivariate normality assumption. In the context of such a model, a tolerance region is a region that will contain, with a certain confidence, at least a specified proportion of the population distribution, for a fixed value of the independent variable in the regression model. The necessary framework is developed for the Monte Carlo estimation of the tolerance factor. Some approximations are developed for the tolerance factor, and the accuracy of the approximations is numerically investigated. The approximations provide tolerance factors that are quite easy to compute, and the numerical results indicate the situations where the approximations are satisfactory. The computations are illustrated using an example. |
| |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
