Confidence bands for the logistic and probit regression models over intervals

DOI10.1080/03610926.2015.1073319zbMATH Open1422.62114arXiv1604.01242OpenAlexW2962954255MaRDI QIDQ4976263FDOQ4976263

Authors: Lucy Kerns 

Publication date: 27 July 2017

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

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.

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

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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)

Cites Work

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• Construction of Exact Simultaneous Confidence Bands for a Simple Linear Regression Model
• Simultaneous inference in regression
• Sharp one-sided confidence bounds for linear regression over intervals
• Confidence Bands for Logistic Regression with Restricted Predictor Variables

Cited In (6)

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

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