Confidence band for percentile line in multiple linear regression |
| |
Authors: | Martina Chvosteková |
| |
Institution: | Department of Theoretical Methods, Institute of Measurement Science, Slovak Academy of Sciences, Bratislava, Slovakia |
| |
Abstract: | We deal with the problem of estimating constructing a confidence band for the 100γth percentile line in the multiple linear regression model with independent identically normally distributed errors. A method for computing the exact Scheffé type confidence band over a limited space of the particular covariates region is suggested. A confidence band depends on an estimator of the percentile line. The confidence bands based on the different estimators of the percentile line are compared with respect to the average bandwidth. |
| |
Keywords: | Confidence interval Multiplelinear regression model Percentiles Simultaneous inference |
|
|