Simultaneous confidence bands for a percentile line in linear regression

Han, Yang and Liu, Wei and Bretz, Frank and Wan, Fang (2015) Simultaneous confidence bands for a percentile line in linear regression. Computational Statistics and Data Analysis, 81. pp. 1-9. ISSN 0167-9473

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Abstract

Construction of simultaneous confidence bands for a percentile line in linear regression has been considered by several authors. But only conservative symmetric bands, which use critical constants over the whole covariate range (−∞,∞), are available in the literature. New methods allow the construction of exact symmetric bands for a percentile line over a finite interval of the covariate x. The exact symmetric bands can be substantially narrower than the corresponding conservative symmetric bands. Several exact symmetric confidence bands are compared under the average band width criterion. Furthermore, new asymmetric confidence bands for a percentile line are proposed. They are uniformly and can be very substantially narrower than the corresponding exact symmetric bands. Therefore, asymmetric bands should always be used under the average band width criterion. The proposed methods are illustrated with a real example.

Item Type: Journal Article
Journal or Publication Title: Computational Statistics and Data Analysis
Uncontrolled Keywords: /dk/atira/pure/subjectarea/asjc/2600/2613
Subjects:
Departments: Faculty of Science and Technology > Mathematics and Statistics
ID Code: 79021
Deposited By: ep_importer_pure
Deposited On: 11 Apr 2016 11:16
Refereed?: Yes
Published?: Published
Last Modified: 01 Jan 2020 09:41
URI: https://eprints.lancs.ac.uk/id/eprint/79021

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