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Simultaneous Confidence Band for the Difference of Segmented Linear Models
Greg Yothers1, Allan R Sampson2
1National Surgical Adjuvant Breast and Bowel Project and Department of Biostatistics, University of Pittsburgh, Pittsburgh PA 15260.
Abstract:
Consider comparing between two treatments a response variable, whose expectation depends on the value of a continuous covariate in some nonlinear fashion. We fit separate segmented linear models to each treatment to approximate the nonlinear relationship. For this setting, we provide a simultaneous confidence band for the difference between treatments of the expected value functions. The treatments are said to differ significantly on intervals of the covariate where the simultaneous confidence band does not contain zero. We consider segmented linear models where the locations of the changepoints are both known and unknown. The band is obtained from asymptotic results.
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