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Operability region equivalence: simultaneous confidence bands for the equivalence of two regression models over restricted regions
Authors:Liu Wei  Hayter Anthony J  Wynn Henry P
Affiliation:S3 RI and School of Maths, University of Southampton, Building 54, Room 6013, Southampton S017 1BJ, UK. W.Liu@maths.soton.ac.uk
Abstract:In many scientific problems the purpose of comparing two linear regression models is to demonstrate that they have only negligible differences and so can be regarded as being practically equivalent. The frequently used statistical approach of testing the homogeneity null hypothesis of the two models by using a partial F test is not appropriate for this purpose. In this paper, a simultaneous confidence band is proposed which provides an upper bound on the largest possible difference between the two models, in units of the standard error of the observations, over a given region of the covariates. This is demonstrated to be a more practical method for assessing the equivalence of the two regression models.
Keywords:Confidence bands  Equivalence  F ‐tests  Linear regression  Non‐centrality parameter  Simultaneous inference
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