Title

Multiple comparison of several linear regression models

Authors

Authors

W. Liu; M. Jamshidian;Y. Zhang

Comments

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Abbreviated Journal Title

J. Am. Stat. Assoc.

Keywords

drug stability testing; linear regression; multiple comparisons; simultaneous inference; statistical simulation; SIMULTANEOUS CONFIDENCE SETS; STABILITY; Statistics & Probability

Abstract

Research on multiple comparison during the past 50 years or so has focused mainly on the comparison of several population means. Several years ago. Spurrier considered the multiple comparison of several simple linear regression lines. He constructed simultaneous confidence bands for all of the contrasts of the simple linear regression lines over the entire range (-infinity, infinity) when the models have the same design matrices. This article extends Spurrier's work in several directions. First. multiple linear regression models are considered and the design matrices are allowed to be different. Second. the predictor variables are either unconstrained or constrained to finite intervals. Third, the types of comparison allowed can be very flexible, including pairwise. many-one, and successive. Two simulation methods are proposed for the calculation of critical constants. The methodologies are illustrated with examples.

Journal Title

Journal of the American Statistical Association

Volume

99

Issue/Number

466

Publication Date

1-1-2004

Document Type

Article

Language

English

First Page

395

Last Page

403

WOS Identifier

WOS:000221572500009

ISSN

0162-1459

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