Electronic Journal of Statistics

Confidence intervals in a regression with both linear and non-linear terms

Robert Davies, Christopher Withers, and Saralees Nadarajah

Full-text: Open access

Abstract

We present a simple way for calculating confidence intervals for a class of scalar functions of the parameters in least squares estimation when there are linear together with a small number of non-linear terms. We do not assume normality.

Article information

Source
Electron. J. Statist. Volume 5 (2011), 603-618.

Dates
First available in Project Euclid: 15 June 2011

Permanent link to this document
http://projecteuclid.org/euclid.ejs/1308143124

Digital Object Identifier
doi:10.1214/11-EJS620

Mathematical Reviews number (MathSciNet)
MR2813556

Zentralblatt MATH identifier
1274.62213

Subjects
Primary: 62F25: Tolerance and confidence regions

Keywords
Confidence interval estimation optimization two-phase regression

Citation

Davies, Robert; Withers, Christopher; Nadarajah, Saralees. Confidence intervals in a regression with both linear and non-linear terms. Electron. J. Statist. 5 (2011), 603--618. doi:10.1214/11-EJS620. http://projecteuclid.org/euclid.ejs/1308143124.


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