Comparison Of Hyperbolic And Constant Width Simultaneous Confidence Bands in Multiple Linear Regression Under MVCS Criterion
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Abstract:
A simultaneous confidence band gives useful information on the reasonable range of the unknown regression model. In this note, when the predictor variables are constrained to a special ellipsoidal region, hyperbolic and constant width confidence bonds for a multiple linear regression model are compared under the minimum volome confidence set (MVCS) criterion. The size of one speical angle that determines the size of the predictor variable region is used to find out which band is better than the other. When the angle and consquently the size of the predictor variable region is small, the constant width band is better than the hyperbolic band. When the angle hence the size of the predictor variable regoin is large, the hyperbolic band is considerably better than the constant width band.
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Journal title
volume 23 issue 2
pages 113- 122
publication date 2019-03
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