Electronic Journal of Statistics

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

Robert Davies, Christopher Withers, and Saralees Nadarajah

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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.

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

First available in Project Euclid: 15 June 2011

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Zentralblatt MATH identifier

Primary: 62F25: Tolerance and confidence regions

Confidence interval estimation optimization two-phase regression


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. https://projecteuclid.org/euclid.ejs/1308143124

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