Statistical inferences for linear regression models when the covariates have functional relationships: polynomial regression

Liu, Wei; Wynn, H. P.ORCID logo; 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
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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.

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