Confidence Bands for Percentiles in the Linear Regression Model
研究了正态回归模型百分位数的同时置信区间,将Kanofsky的置信带扩展到回归模型,并比较了不同方法的带宽。
Abstract Simultaneous confidence intervals for percentiles of the normal regression model similar to those given by Steinhorst and Bowden (1971) are considered. Kanofsky's (1968) confidence band for a single normal distribution is modified and extended to the regression model. The confidence bands that are simultaneous in all percentiles provide corresponding confidence bands for the cumulative conditional normal distribution functions. The various procedures are compared with respect to bandwidth. Key Words: Simultaneous inferenceRegression