Statistical inferences for linear regression models when the covariates have functional relationships: polynomial regression
Liu, Wei; Wynn, H. P.
; and Hayter, A. J.
(2008)
Statistical inferences for linear regression models when the covariates have functional relationships: polynomial regression
Journal of Statistical Computation and Simulation, 78 (4).
pp. 315-324.
ISSN 0094-9655
In many linear regression models, there are functional relationships among the covariates. The usual (partial) F tests for these models do not utilize these functional relationships, however, and so have certain undesirable properties. Improvements over these F tests are proposed in this article, and they are based on simultaneous confidence bands. For ease of illustration of the ideas, we focus on the polynomial regression model.
| Item Type | Article |
|---|---|
| Keywords | confidence bands,F tests,linear regression,polynomial regression,simultaneous inference,statistical simulation |
| Departments | Centre for Analysis of Time Series |
| DOI | 10.1080/00949650601100981 |
| Date Deposited | 26 Feb 2014 11:13 |
| URI | https://researchonline.lse.ac.uk/id/eprint/55870 |
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ORCID: https://orcid.org/0000-0002-6448-1080