A Simultaneous Tube of the Mean Value of Multiple Observations in Multivariate Regression

The problem of constructing a simultaneous confidence tube of the mean value of multiple responses in a multivariate linear normal multiregression model is considered. Simultaneous confidence multivariate ellipsoidal limits for the mean of multiple responses are obtained to solve it. Using a simple...

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Bibliographic Details
Published in:Moscow University computational mathematics and cybernetics 2020, Vol.44 (1), p.11-15
Main Author: Belov, A. G.
Format: Article
Language:English
Subjects:
Bivariate analysis
Mathematics
Mathematics and Statistics
Multivariate analysis
Regression analysis
Regression models
Tubes
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Summary:The problem of constructing a simultaneous confidence tube of the mean value of multiple responses in a multivariate linear normal multiregression model is considered. Simultaneous confidence multivariate ellipsoidal limits for the mean of multiple responses are obtained to solve it. Using a simple bivariate regression model, simultaneous confidence tubes are numerically modeled and analyzed by comparing them for the mean of multiple observations, regression, and response. A comparative analysis with a pointwise confidence analog is performed.
ISSN:0278-6419
1934-8428
DOI:10.3103/S0278641920010033