Open Access
2011 Confidence intervals in a regression with both linear and non-linear terms
Robert Davies, Christopher Withers, Saralees Nadarajah
Electron. J. Statist. 5: 603-618 (2011). DOI: 10.1214/11-EJS620

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.

Citation

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Robert Davies. Christopher Withers. Saralees Nadarajah. "Confidence intervals in a regression with both linear and non-linear terms." Electron. J. Statist. 5 603 - 618, 2011. https://doi.org/10.1214/11-EJS620

Information

Published: 2011
First available in Project Euclid: 15 June 2011

zbMATH: 1274.62213
MathSciNet: MR2813556
Digital Object Identifier: 10.1214/11-EJS620

Subjects:
Primary: 62F25

Keywords: Confidence interval , estimation , optimization , two-phase regression

Rights: Copyright © 2011 The Institute of Mathematical Statistics and the Bernoulli Society

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