Simultaneous Inference in Regression

1. Auflage 2010
ISBN: 978-1-4398-2809-0
Verlag: CRC Press

Buch, Englisch, 292 Seiten, Format (B × H): 156 mm x 235 mm, Gewicht: 544 g

Reihe: Chapman & Hall/CRC Monographs on Statistics and Applied Probability

Simultaneous confidence bands enable more intuitive and detailed inference of regression analysis than the standard inferential methods of parameter estimation and hypothesis testing. Simultaneous Inference in Regression provides a thorough overview of the construction methods and applications of simultaneous confidence bands for various inferential purposes. It supplies examples and MATLAB® programs that make it easy to apply the methods to your own data analysis. The MATLAB programs, along with color figures, are available for download on www.personal.soton.ac.uk/wl/mybook.html

Most of the book focuses on normal-error linear regression models. The author presents simultaneous confidence bands for a simple regression line, a multiple linear regression model, and polynomial regression models. He also uses simultaneous confidence bands to assess part of a multiple linear regression model with the zero function, to compare two regression models, and to evaluate more than two regression models. The final chapter demonstrates the use of simultaneous confidence bands in generalized linear regression models, such as logistic regression models.

This book shows how to employ simultaneous confidence bands to make useful inferences in regression analysis. The topics discussed can be extended to functions other than parametric regression functions, offering novel opportunities for research beyond linear regression models.

Zielgruppe

Researchers, graduate students, and practitioners in statistics, epidemiology, public health, bioinformatics, economics, engineering, and the social sciences.

Autoren/Hrsg.

Liu, Wei

Fachgebiete

• Mathematik | Informatik EDV | Informatik Business Application Mathematische & Statistische Software
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik EDV | Informatik Informatik Künstliche Intelligenz Mustererkennung, Biometrik

Inhaltsverzeichnis

Introduction to Linear Regression Analysis. Confidence Bands for One Simple Regression Model. Confidence Bands for One Multiple Regression Model. Assessing Part of a Regression Model. Comparison of Two Regression Models. Comparison of More Than Two Regression Models. Confidence Bands for Polynomial Regression. Confidence Bands for Logistic Regression. Appendices. Bibliography. Index.

Über Autor(innen)

Wei Liu is a professor of statistics at the University of Southampton, UK. Dr. Liu has published more than 80 papers in peer-reviewed journals, including Annals of Statistics, Journal of the American Statistical Association, Journal of the Royal Statistical Society, Biometrika, and Biometrics. His research encompasses multiple comparison, simultaneous inference, and sequential methods.