Easy-to-construct confidence bands for comparing two simple linear regression lines

This paper shows how to construct confidence bands for the difference between two simple linear regression lines. These confidence bands provide directly the information on the magnitude of the difference between the regression lines over an interval of interest and, as a by-product, can be used as...

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Bibliographic Details
Published in:Journal of statistical planning and inference 2007-04, Vol.137 (4), p.1213-1225
Main Authors: Hayter, A.J., Liu, W., Wynn, H.P.
Format: Article
Language:English
Subjects:
Comparisons of regression models
Confidence bands
Distribution theory
Exact sciences and technology
General topics
Linear inference, regression
Mathematical analysis
Mathematics
Maximum modulus distribution
Partial differential equations
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Simple linear regression
Statistics
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Summary:This paper shows how to construct confidence bands for the difference between two simple linear regression lines. These confidence bands provide directly the information on the magnitude of the difference between the regression lines over an interval of interest and, as a by-product, can be used as a formal test of the difference between the two regression lines. Various different shapes of confidence bands are illustrated, and particular attention is paid towards confidence bands whose construction only involves critical points from standard distributions so that they are consequently easy to construct.
ISSN:0378-3758
1873-1171
DOI:10.1016/j.jspi.2006.02.004