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Exact simultaneous confidence bands for a collection of univariate polynomials in regression analysis

✍ Scribed by Michael R. Kosorok; Roger Qu


Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
100 KB
Volume
18
Category
Article
ISSN
0277-6715

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✦ Synopsis


We discuss a simple simulation method for construction of exact confidence bands, having a pre-assigned confidence level simultaneously for several regression functions which are univariate polynomials in the predictors. This is accomplished by combining and extending existing results in a manner that permits both finite and infinite ranges for individual predictor variables. We illustrate the method for a logistic regression model with both dichotomous and continuous predictors.