Multiple comparison of several linear regression models

    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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