Confidence bands for the logistic and probit regression models over intervals

DOI10.1080/03610926.2015.1073319MaRDI QIDQ4976263zbMATH OpenOpenAlexFDO

Authors Lucy Kerns

Publication date 27 July 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1604.01242

zbMATH Keywords

logistic regressionsimple linear regressionprobit regressionone-sided confidence bandstwo-sided confidence bands

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25) Generalized linear models (logistic models) (62J12)

Abstract: This article presents methods for the construction of two-sided and one-sided simultaneous hyperbolic bands for the logistic and probit regression models when the predictor variable is restricted to a given interval. The bands are constructed based on the asymptotic properties of the maximum likelihood estimators. Past articles have considered building two-sided asymptotic confidence bands for the logistic model, such as Piegorsch and Casella (1988). However, the confidence bands given by Piegorsch and Casella are conservative under a single interval restriction, and it is shown in this article that their bands can be sharpened using the methods proposed here. Furthermore, no method has yet appeared in the literature for constructing one-sided confidence bands for the logistic model, and no work has been done for building confidence bands for the probit model, over a limited range of the predictor variable. This article provides methods for computing critical points in these areas.

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Cites work

• scientific article; zbMATH DE number 3647917 (Why is no real title available?)
• scientific article; zbMATH DE number 3141625 (Why is no real title available?)
• Confidence Bands for Logistic Regression with Restricted Predictor Variables
• Construction of Exact Simultaneous Confidence Bands for a Simple Linear Regression Model
• Sharp one-sided confidence bounds for linear regression over intervals
• Simultaneous inference in regression

Cited in

(6)

• Confidence Bands for Logistic Regression with Restricted Predictor Variables
• Fixed size confidence regions for parameters of a logistic regression model
• Simultaneous confidence bands in a zero-inflated regression model for binary data
• Simultaneous confidence bands for restricted logistic regression models
• Simultaneous confidence bands for log-logistic regression with applications in risk assessment
• Construction of simultaneous confidence bands for multiple logistic regression models over restricted regions

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