SimReg: A software including some new developments in multiple comparison and simultaneous confidence bands for linear regression models

Mortaza Jamshidian, Ying Zhang, Wei Liu, Farid Jamshidian

Research output: Contribution to journalArticle

8 Citations (Scopus)

Abstract

The problem of simultaneous inference and multiple comparison for comparing means of k(≥ 3) populations has been long studied in the statistics literature and is widely available in statistics literature. However to-date, the problem of multiple comparison of regression models has not found its way to the software. It is only recently that the computational aspects of this problem have been resolved in a general setting. SimReg employs this new methodology and provides users with software for multiple regression of several regression models. The comparisons can be among any set of pairs, and moreover any number of predictors can be included in the model. More importantly predictors can be constrained to their natural boundaries, if known. Computational methods for the problem of simultaneous confidence bands when predictors are constrained to intervals has also recently been addressed. SimReg utilizes this recent development to offer simultaneous confidence bands for regression models with any number of predictor variables. Again, the predictors can be constrained to their natural boundaries which results in narrower bands, as compared to the case where no restriction is imposed. A by-product of these confidence bands is a new method for comparing two regression surfaces, that is more informative than the usual partial F test.

Original languageEnglish (US)
Article number2
Pages (from-to)1-23
Number of pages23
JournalJournal of Statistical Software
Volume12
StatePublished - Jan 1 2005
Externally publishedYes

Fingerprint

Simultaneous Confidence Bands
Multiple Comparisons
Linear Regression Model
Linear regression
Predictors
Software
Regression Model
Statistics
Simultaneous Inference
Computational methods
Confidence Bands
F Test
Byproducts
Multiple Regression
Computational Methods
Regression
Confidence
Linear regression model
Multiple comparisons
Restriction

Keywords

  • Linear regression
  • Multiple comparison
  • Partial F test
  • Simultaneous confidence bands
  • Statistic software

ASJC Scopus subject areas

  • Software
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

SimReg : A software including some new developments in multiple comparison and simultaneous confidence bands for linear regression models. / Jamshidian, Mortaza; Zhang, Ying; Liu, Wei; Jamshidian, Farid.

In: Journal of Statistical Software, Vol. 12, 2, 01.01.2005, p. 1-23.

Research output: Contribution to journalArticle

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