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Exact simultaneous confidence bands for a collection of univariate polynomials in regression analysis
Author(s) -
Kosorok Michael R.,
Qu Roger
Publication year - 1999
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/(sici)1097-0258(19990315)18:5<613::aid-sim51>3.0.co;2-#
Subject(s) - univariate , logistic regression , confidence interval , statistics , regression analysis , mathematics , confidence and prediction bands , regression , univariate analysis , multivariate statistics , multivariate analysis
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. Copyright © 1999 John Wiley & Sons, Ltd.