Simultaneous Inference in Regression (Chapman & Hall/CRC Monographs on Statistics and Applied Probability) - Hardcover

Liu, Wei

Hardcover

ISBN 10: 1439828091 ISBN 13: 9781439828090

Publisher: CRC Press, 2010

Synopsis

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.

About this title

About the Author

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.

Edition details

• Publisher: CRC Press
• Publication date: 2010
• Language: English
• ISBN 10: 1439828091
• ISBN 13: 9781439828090
• Binding: Hardcover
• Edition number: 1
• Number of pages: 292