Exact simultaneous confidence bands for a collection of univariate polynomials in regression analysis.

摘要

We discuss a simple simulation method for construction of exact confidence bands, having a pre-assigned confidence level simultaneously for several regression functions which are univariate polynomials in the predictors. This is accomplished by combining and extending existing results in a manner that permits both finite and infinite ranges for individual predictor variables. We illustrate the method for a logistic regression model with both dichotomous and continuous predictors.