mcprofile

Simultaneous small sample inference for linear combinations of generalized linear model parameters. A method is proposed to construct simultaneous confidence intervals for multiple linear combinations of generalized linear model parameters, that uses a multivariate normal- or t-distribution together with the signed likelihood root statistic. In an application to a case study simultaneous confidence bands for logistic regression are calculated. A simulation study based on the example evaluation suggests superior performance compared to the common Wald-type approaches. The proposed methods are readily implemented in the R extension package mcprofile.

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References in zbMATH (referenced in 1 article )

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  1. Gerhard, Daniel: Simultaneous small sample inference for linear combinations of generalized linear model parameters (2016)