Simultaneous Inference in Regression Chapman & Hall/CRC Monographs on Statistics and Applied Probability Series
Auteur : Liu Wei
Simultaneous confidence bands enable more intuitive and detailed inference of regression analysis than the standard inferential methods of parameter estimation and hypothesis testing. Simultaneous Inference in Regression provides a thorough overview of the construction methods and applications of simultaneous confidence bands for various inferential purposes. It supplies examples and MATLAB® programs that make it easy to apply the methods to your own data analysis. The MATLAB programs, along with color figures, are available for download on www.personal.soton.ac.uk/wl/mybook.html
Most of the book focuses on normal-error linear regression models. The author presents simultaneous confidence bands for a simple regression line, a multiple linear regression model, and polynomial regression models. He also uses simultaneous confidence bands to assess part of a multiple linear regression model with the zero function, to compare two regression models, and to evaluate more than two regression models. The final chapter demonstrates the use of simultaneous confidence bands in generalized linear regression models, such as logistic regression models.
This book shows how to employ simultaneous confidence bands to make useful inferences in regression analysis. The topics discussed can be extended to functions other than parametric regression functions, offering novel opportunities for research beyond linear regression models.
Introduction to Linear Regression Analysis. Confidence Bands for One Simple Regression Model. Confidence Bands for One Multiple Regression Model. Assessing Part of a Regression Model. Comparison of Two Regression Models. Comparison of More Than Two Regression Models. Confidence Bands for Polynomial Regression. Confidence Bands for Logistic Regression. Appendices. Bibliography. Index.
Wei Liu is a professor of statistics at the University of Southampton, UK. Dr. Liu has published more than 80 papers in peer-reviewed journals, including Annals of Statistics, Journal of the American Statistical Association, Journal of the Royal Statistical Society, Biometrika, and Biometrics. His research encompasses multiple comparison, simultaneous inference, and sequential methods.
Date de parution : 06-2017
15.6x23.4 cm
Date de parution : 10-2010
Ouvrage de 296 p.
15.6x23.4 cm
Thèmes de Simultaneous Inference in Regression :
Mots-clés :
Simultaneous Confidence Band; Simultaneous Confidence Level; simultaneous inference; Constant Width Bands; linear regression model; Confidence Bands; simultaneous confidence bands; Hyperbolic Band; logistic regression; Simultaneous Confidence; polynomial regression; Regression Model; regression analysis; IU Test; simple regression; Intersection Union Test; multiple linear regression; Lower Confidence Band; generalized linear regression; Critical Constant; MATLAB; Confidence Region; Polynomial Regression Model; True Coverage Probability; Regression Straight Lines; Full Column Rank; Simultaneous Band; Confidence Set; Polynomial Regression Functions; Stat User’s Guide; Rt Cos; House Sale Price; Polynomial Model; Β2 Weight