Simultaneous Confidence Bands for Log-Gamma Regression Models

Document Type : Original Article

Author

Institute of Statistical Studies & Research, Cairo University, Egypt

Abstract

The problem of constructing confidence bands for percentiles of the log-gamma regression model is considered. Three different types of one-sided (lower) bands are formed. The first one is for all percentiles with fixed values of the independent variables. The other two are simultaneous in the independent variables with P fixed and for variable P. The single log-gamma model is considered as a special case.

Keywords