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
  

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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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