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Modeling a Simultaneous Confidence Band of the Mean Value of Multiple Responses with a Rectangular Domain for Predictors

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Abstract

The problem is considered of modeling simultaneous confidence intervals for the mean values of multiple responses in a linear multivariate normal regression model with predictor variables defined in intervals. To solve it, a numerical way of calculating the critical value that determines the simultaneous confidence interval of a given level is used. Simultaneous confidence intervals are numerically modelled and analyzed by comparison for regression, the mean value of multiple responses, and individual observation.

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Authors and Affiliations

  1. Department of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119991, Russia

    A. G. Belov

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  1. A. G. Belov
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Correspondence to A. G. Belov.

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Original Russian Text © T.V. Zakharova, A.A. Fisak, 2018, published in Vestnik Moskovskogo Universiteta, Seriya 15: Vychislitel’naya Matematika i Kibernetika, 2018, No. 3, pp. 19–23.

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Belov, A.G. Modeling a Simultaneous Confidence Band of the Mean Value of Multiple Responses with a Rectangular Domain for Predictors. MoscowUniv.Comput.Math.Cybern. 42, 114–118 (2018). https://doi.org/10.3103/S0278641918030020

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  • DOI: https://doi.org/10.3103/S0278641918030020

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