Comparison Between Confidence Intervals of Multiple Linear Regression Model with or without Constraints

Tao, Jinxin

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Comparison Between Confidence Intervals of Multiple Linear Regression Model with or without Constraints

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Regression analysis is one of the most applied statistical techniques. The sta- tistical inference of a linear regression model with a monotone constraint had been discussed in early analysis. A natural question arises when it comes to the difference between the cases of with and without the constraint. Although the comparison be- tween confidence intervals of linear regression models with and without restriction for one predictor variable had been considered, this discussion for multiple regres- sion is required. In this thesis, I discuss the comparison of the confidence intervals between a multiple linear regression model with and without constraints.

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