Advances and Applications in Statistics
Volume 9, Issue 2, Pages 293 - 301
(August 2008)
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A NOTE ON THE COMPARISON OF SEVERAL LINEAR REGRESSION MODELS
Wei Liu (U. K.), Wan-Kai Pang (Hong Kong), Ping-Kei Leung (Hong Kong) and Shui-Hung Hou (Hong Kong)
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Abstract: Construction of simultaneous confidence bands for all the contrasts of the multiple linear regression over the entire real line has been studied in the past. However if the independent variables are bounded, the critical values under normal theory for multiple comparison will be inappropriate since the exact form of the sampling distribution is intractable. In this article, we use simulation to generate the critical values of the sampling distribution for comparing simultaneous confidence bands for bounded variables. These critical values have not been available in existing literatures |
Keywords and phrases: linear regression, simultaneous inference, multiple comparisons, statistical simulation. |
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