Confidence Regions in Linear Functional Relationships
Zhang, Heping
Ann. Statist., Tome 22 (1994) no. 1, p. 49-66 / Harvested from Project Euclid
A unified approach to deriving confidence regions in linear functional relationship models is presented, based on the conditional likelihood ratio method of Knowles, Siegmund and Zhang. In the case of a single latent predictor, the confidence region for the slope produced by this approach is the familiar one of Fieller and Creasy. However, here it is shown how to derive a confidence region for the slope, when it is known that the slope is positive, that improves on merely intersecting the region for an unrestricted slope with $(0,\infty)$. A geometric interpretation is given for Fieller-Creasy confidence region for the ratio of population means (Fieller-Creasy problem). Regions are also derived for simultaneous estimation of the slope and intercept in the model with a single latent predictor, and for the slopes in a model with two latent predictors.
Publié le : 1994-03-14
Classification:  Linear functional relationship,  confidence region,  upcrossings,  62F25,  62E15,  62J02
@article{1176325357,
     author = {Zhang, Heping},
     title = {Confidence Regions in Linear Functional Relationships},
     journal = {Ann. Statist.},
     volume = {22},
     number = {1},
     year = {1994},
     pages = { 49-66},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176325357}
}
Zhang, Heping. Confidence Regions in Linear Functional Relationships. Ann. Statist., Tome 22 (1994) no. 1, pp.  49-66. http://gdmltest.u-ga.fr/item/1176325357/