论文标题

同时置信管以比较多个多元线性回归模型

Simultaneous Confidence Tubes for Comparison of Several Multivariate Linear Regression Models

论文作者

Peng, Jianan, Liu, Wei, Bretz, Frank, Hayter, Anthony

论文摘要

在过去的六十年左右的时间里,大部分关于多次比较和同时推断的研究都是为了比较几种人口手段。 Spurrier(1999)似乎是第一个通过使用同时使用置信带来研究几个简单线性回归线的多重比较的人。在本文中,Liu等人的工作。 (2004年)用于使用同时置信带对几个单变量线性回归模型的有限比较,已扩展以通过使用同时使用同时置信管对几个多元线性回归模型进行有限比较。我们展示了如何构建同时置信管,以比当前的假设测试的当前方法允许多个多元线性回归模型比较更多的信息推论。用示例说明了方法。

Much of the research on multiple comparison and simultaneous inference in the past sixty years or so has been for the comparisons of several population means. Spurrier (1999) seems to be the first to study the multiple comparison of several simple linear regression lines by using simultaneous confidence bands. In this paper, the work of Liu et al. (2004) for finite comparisons of several univariate linear regression models by using simultaneous confidence bands has been extended to finite comparison of several multivariate linear regression models by using simultaneous confidence tubes. We show how simultaneous confidence tubes can be constructed to allow more informative inferences for the comparison of several multivariate linear regression models than the current approach of hypotheses testing. The methodologies are illustrated with examples.

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