Drexel dragonThe Math ForumDonate to the Math Forum


Math Forum
 Ask Dr. Math
 Discussions
 Internet Newsletter
 MathTools
 Problems of the Week
 Teacher2Teacher
 Teacher Exchange
 Workshops

Search All of the Math Forum:
Browse our Internet Mathematics Library

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » sci.math.* » sci.stat.math.independent

Topic: confidence ellipse vs. single marginals
Replies: 5   Last Post: Nov 19, 2013 12:58 AM

Advanced Search
Reply to this Topic Reply to this Topic

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
juangdse@gmail.com

Posts: 3
Registered: 11/17/13
confidence ellipse vs. single marginals
Posted: Nov 17, 2013 8:51 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

In 2-dim regression y = Xb the question is often whether or not b = (b1,b2) is significantly nonzero. This is usually decided by checking whether the corresponding confidence ellipse, E, for b contains the point (0,0).

Associated with E are the two marginals for b1 and b2, and corresponding single confidence intervals I1 and I2.

Consider a case where (0,0) is outside of E but 0 is inside both I1 and I2, e.g. when E is rather flat and slightly off (0,0). With respect to the original regression question: Is (b1,b2) significantly nonzero but neither one of b1 and b2 is?

That would be hard to swallow.

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.