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Confidence bands for logistic regression with restricted predictor variables
1Division of Biometry and Risk Assessment, National Institute of Environmental Health Sciences, Research Triangle Park, North Carolina 27709.
Abstract:
Confidence bands are constructed for the logistic response function when there is an interval restriction on each of the predictor variables. The construction involves application of a general fitting procedure using Scheffé's S-method, described by Casella and Strawderman (1980, Journal of the American Statistical Association 75, 862-868). Specific details are given for the case of one predictor variable, along with details for a fixed-width alternative to the S-method bands. In the one-predictor case, Monte Carlo results suggest that both bands are conservative for small sample sizes, such as N = 25. By N = 200 the S-method's coverage probabilities are seen to attain their nominal levels while the fixed-width bands remain conservative. The procedures are exemplified with data from a genetic toxicology experiment.