Abstract
We study the use of simultaneous confidence bands for risk estimation with quantal response data, and derive methods for estimating simultaneous upper confidence limits on predicted extra risk under a multistage model. Monte Carlo evaluations explore characteristics of the point estimates and simultaneous limits when the selection of possible multistage parameters is misspecified. Results show that standard Scheffé-type confidence bands are highly conservative in their coverage. Proportional width bands that exhibit less conservative properties are also studied.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 423-430 |
| Number of pages | 8 |
| Journal | Journal of Statistical Computation and Simulation |
| Volume | 76 |
| Issue number | 5 |
| DOIs | |
| State | Published - May 1 2006 |
| Externally published | Yes |
Keywords
- Extra risk
- Generalized trapezoidal confidence bands
- One-sided confidence bands
- Proportional width confidence bands
- Quantal response data
- Quantitative Risk Assessment
- Risk analysis
- Safety assessment
- Scheffé S-method
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation
- Statistics, Probability and Uncertainty
- Applied Mathematics
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