Simultaneous Small Sample Inference For Linear Combinations Of Generalized Linear Model Parameters
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Journal Article
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University of Canterbury. Mathematics and Statistics
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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.
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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