JSM 2005 - Toronto

Abstract #304756

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 98
Type: Contributed
Date/Time: Monday, August 8, 2005 : 8:30 AM to 10:20 AM
Sponsor: Biometrics Section
Abstract - #304756
Title: Simultaneous Confidence Bounds for Ratios of Linear Combinations of General Linear Model Parameters
Author(s): David Hare*+ and John Spurrier
Companies: University of Louisiana, Monroe and University of South Carolina
Address: , Monroe, LA, 71209-0575, United States
Keywords: multiple comparisons ; simultaneous ; confidence regions ; ratio ; general linear model ; Jensen
Abstract:

Consider the general linear model Y = Xß + e and linearly independent vectors of known constants K1, . . . , Kk and L such that (L^T)ß ? 0. We wish to construct simultaneous confidence bounds for ?1 = (K1^T)ß/((L^T)ß) , . . . , ?k = (Kk^T)ß/((L^T)ß). Jensen (1989) has provided conservative bounds based on the Sidák inequality. We provide sharper approximations using lower bounds for |corr(Ti(?i0), Tj(?j0))|, where Ti(?i0) = ((K1^T)ß* - ?i(L^T)ß*)/[s*(mii - 2?i*mk+1,i + mk+1,k+1 (?i0)^2)]^0.5 and mij is the ijth entry in the dependence matrix. Our bound for each ?i is obtained by projecting the exact region onto the ?i-axis. If the exact region is a single contiguous bounded region, this will find the smallest rectangular solid enclosing the exact region. For k = 2, we show these minimum and maximum ?i exist either when corr(T1(?1), T2(?2)) = 0 or when ?1 and ?2 are the solution to one of the systems of equations {T1(?1) = ± c(?1, ?2), T2(?2) = ± c(?1, ?2)}. We not only improve on Jensen's bounds, but sometimes are able to reduce the number of contiguous regions and/or construct a region that is bounded while Jensen's region is unbounded.


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