Post on 01-Jan-2016
description
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Minimum Area Confidence Set (MACS) Criterion for Confidence bands in Simple Linear Regression
W. Liu, University of Southampton, UK
A.J. Hayter, University of Denver, USA
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Outline• Confidence bands• Confidence set of a confidence band• MACS criterion• Best 3-segment band• Best 2-segment band• Comparison of best 3-segment band and hyperbola band• Discussion
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Confidence bands
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Hyperbola band over (a, A)
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3-segment band
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2-segment band
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Confidence set of a band
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Confidence set of the 3-segment band
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Confidence set of the 2-segment band
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MACS criterion
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Best 3-segment band
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Best 2-segment band
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Comparison of the best 3-segment band and hyperbola band
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Discussion
• MACS criterion is related to the D-optimality in design of experiments
• The average width criterion is the other criterion
• Future research
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