Simultaneous Confidence Bands for Percentile Lines in the General Linear Model

Abstract

This article is a generalization of the procedures developed by Steinhorst and Bowden (1971) for constructing confidence bands for the 100βth percentiles in the general linear model. Since the original procedure built these bands about a biased estimator of the 100βth precentile line, some other estimators were tried. While some improvement was noted, the results are not conclusive, suggesting that the best procedure has not been found yet.

Key Words:

• Confidence bands
• Percentiles
• Simultaneous inference
• General linear model
• Regression