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A Simultaneous Tube of the Mean Value of Multiple Observations in Multivariate Regression
Moscow University Computational Mathematics and Cybernetics Pub Date : 2020-05-21 , DOI: 10.3103/s0278641920010033 A. G. Belov
中文翻译:
多元回归中多个观测值均值的同时管
更新日期:2020-05-21
Moscow University Computational Mathematics and Cybernetics Pub Date : 2020-05-21 , DOI: 10.3103/s0278641920010033 A. G. Belov
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:
多元回归中多个观测值均值的同时管