Simultaneous Small Sample Inference For Linear Combinations Of Generalized Linear Model Parameters

Type of content
Journal Article
Thesis discipline
Degree name
Publisher
University of Canterbury. Mathematics and Statistics
Journal Title
Journal ISSN
Volume Title
Language
Date
2014
Authors
Gerhard, D.
Abstract

A method is proposed to construct simultaneous confidence intervals for multiple linear combinations of generalized linear model parameters, that uses a multivariate normal- or t-distribution together with the signed likelihood root statistic. In an application to a case study simultaneous confidence bands for logistic regression are calculated. A simulation study based on the example evaluation suggests superior performance compared to the common Wald-type approaches. The proposed methods are readily implemented in the R extension package mcprofile.

Description
Citation
Gerhard, D. (2014) Simultaneous Small Sample Inference For Linear Combinations Of Generalized Linear Model Parameters. Communications in Statistics - Simulation and Computation, (early access online).
Keywords
simultaneous confidence intervals, generalised linear models, modified likelihood root, general linear hypotheses, multiple contrast test
Ngā upoko tukutuku/Māori subject headings
ANZSRC fields of research
Field of Research::01 - Mathematical Sciences::0104 - Statistics::010401 - Applied Statistics
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