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Comparison of simultaneous confidence bands for univariate polynomial regression over an interval

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  • Shan Lin

Abstract

This article compares confidence bands for univariate polynomial regressions over an interval constraint. The competing methods are those from Naiman (1986), Sun and Loader (1994), and Liu et al. (2008), respectively. They are compared in terms of critical values under various designs. It is found that Sun’s bands can be somewhat narrower or much wider than Liu’s bands that underlines the fact that Sun’s bands are approximate and so can be both liberal or conservative while Liu’s bands are exact when the number of simulations is large enough. Naiman’s bands are conservative but can be substantially wider than Liu’s bands.

Suggested Citation

  • Shan Lin, 2016. "Comparison of simultaneous confidence bands for univariate polynomial regression over an interval," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(3), pages 589-596, February.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:3:p:589-596
    DOI: 10.1080/03610926.2013.833242
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