Minimum Area Confidence Set (MACS) Criterion for Confidence bands in Simple Linear Regression

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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. Outline. Confidence bands Confidence set of a confidence band MACS criterion Best 3-segment band - PowerPoint PPT Presentation

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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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