Simultaneous Small Sample Inference For Linear Combinations Of Generalized Linear Model Parameters

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Authors Daniel Gerhard
Journal/Conference Name Communications in Statistics - Simulation and…
Paper Category
Paper Abstract A method is proposed to construct simultaneous confidence intervals for multiple linear combinations of generalized linear model parameters, that uses a multivariate normal- or t-distribution together with the signed likelihood root statistic. In an application to a case study simultaneous confidence bands for logistic regression are calculated. A simulation study based on the example evaluation suggests superior performance compared to the common Wald-type approaches. The proposed methods are readily implemented in the R extension package mcprofile.
Date of publication 2016
Code Programming Language R

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