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A Confidence Tube of the Mean Value of Multiple Observations in Multivariate Linear Normal Multiregression
Moscow University Computational Mathematics and Cybernetics Pub Date : 2019-06-11 , DOI: 10.3103/s0278641919020031
A. G. Belov

The problem of constructing a confidence tube of the mean value of multiple responses in a multivariate linear normal multiregression model is considered. To solve it, confidence multivariate ellipsoidal limits of the mean value of multiple responses are obtained. In the case of a simple bivariate regression model, confidence tubes are numerically modelled and analyzed by comparing them for the mean of multiple observations, regression, and response.

中文翻译:

多元线性正态多元回归中多个观测值均值的置信管

考虑了在多元线性正态多元回归模型中构造多个响应平均值的置信管的问题。为了解决这个问题,获得了多重响应平均值的置信度多元椭圆极限。在简单的双变量回归模型的情况下,通过比较置信管的多次观察,回归和响应的平均值,对置信管进行数值建模和分析。
更新日期:2019-06-11
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