Simultaneous Small Sample Inference For Linear Combinations Of Generalized Linear Model Parameters
By: Researcher
Disclaimer: The provided code links for this paper are external links. Science Nest has no responsibility for the accuracy, legality or content of these links. Also, by downloading this code(s), you agree to comply with the terms of use as set out by the author(s) of the code(s).
| Authors | Daniel Gerhard |
| Journal/Conference Name | Communications in Statistics - Simulation and… |
| Paper Category | Other |
| 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 |
| Comment |
Copyright Researcher 2022