Confidence Bands for the Logistic and Probit Regression Models Over Intervals

• Activity Number: 199
• Type: Contributed
• Date/Time: Monday, August 10, 2015 : 10:30 AM to 12:20 PM
• Sponsor: Statistics Without Borders
• Author(s): Lucy Kerns*
• Companies: Youngstown State University
• Keywords: Confidence Bands ; Logistic Regression ; Probit Regression

Abstract

In my presentation, I would like to discuss methods for the construction of both 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.

Methods for building two-sided confidence bands for the logistic model with one or more than one predictor variable have been presented in the past. It is shown that those bands can be sharpened using the methods presented here with one predictor variable. No method has yet appeared for the construction of one-sided confidence bands for the logistic model, and for the construction of two-sided and one-sided bands for the probit model over a limited range of a predictor variable.

I would like to provide methods for computing critical points in these areas. An example will be given to show the applications of the presented methods.