Confidence band for percentile line in multiple linear regression

0533479 - ÚI 2021 US eng J - Journal Article
Chvosteková, Martina
Confidence band for percentile line in multiple linear regression.
Communications in Statistics - Simulation and Computation. Roč. 46, č. 5 (2017), s. 3933-3941. ISSN 0361-0918. E-ISSN 1532-4141
Keywords : model * intervals * Confidence interval * Multiplelinear regression model * Percentiles * Simultaneous inference * 62f25 * 62j05
Impact factor: 0.501, year: 2017

We deal with the problem of estimating constructing a confidence band for the 100th percentile line in the multiple linear regression model with independent identically normally distributed errors. A method for computing the exact Scheffe 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.
Permanent Link: http://hdl.handle.net/11104/0311855