Abstract

The problem of constructing a simultaneous confidence tube of the mean value of multiple responses in a multivariate linear normal multiregression model is considered. Simultaneous confidence multivariate ellipsoidal limits for the mean of multiple responses are obtained to solve it. Using a simple bivariate regression model, simultaneous confidence tubes are numerically modeled and analyzed by comparing them for the mean of multiple observations, regression, and response. A comparative analysis with a pointwise confidence analog is performed.

中文翻译：

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多元回归中多个观测值均值的同时管

摘要

考虑了在多元线性正态多元回归模型中构造多个响应均值的同时置信管的问题。获得多重响应均值的同时置信多元椭圆形极限来解决。使用简单的二元回归模型，对同时置信管进行数值建模和分析，方法是将它们比较多次观察，回归和响应的平均值。使用逐点置信度模拟进行比较分析。