Construction of simultaneous confidence bands using conditional Monte Carlo

2021 ◽  
pp. 109325
Author(s):  
S. Zhou ◽  
K. Yao ◽  
W. Liu ◽  
F. Bretz
Keyword(s):  
Monte Carlo ◽  
Confidence Bands ◽  
Simultaneous Confidence Bands ◽  
Conditional Monte Carlo

Assessing bias, precision, and agreement in method comparison studies

2019 ◽  
Vol 29 (3) ◽  
pp. 778-796 ◽  
Author(s):  
Patrick Taffé
Keyword(s):  
Measurement Method ◽  
Method Comparison ◽  
Estimation Procedure ◽  
Measurement Methods ◽  
Repeated Measurements ◽  
Confidence Bands ◽  
The Other ◽  
Reference Standard ◽  
Simultaneous Confidence Bands ◽  
Index Of Agreement

Recently, a new estimation procedure has been developed to assess bias and precision of a new measurement method, relative to a reference standard. However, the author did not develop confidence bands around the bias and standard deviation curves. Therefore, the goal in this paper is to extend this methodology in several important directions. First, by developing simultaneous confidence bands for the various parameters estimated to allow formal comparisons between different measurement methods. Second, by proposing a new index of agreement. Third, by providing a series of new graphs to help the investigator to assess bias, precision, and agreement between the two measurement methods. The methodology requires repeated measurements on each individual for at least one of the two measurement methods. It works very well to estimate the differential and proportional biases, even with as few as two to three measurements by one of the two methods and only one by the other. The repeated measurements need not come from the reference standard but from either measurement methods. This is a great advantage as it may sometimes be more feasible to gather repeated measurements with the new measurement method.

scholarly journals Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions

2019 ◽  
Vol 13 (2) ◽  
pp. 4391-4415
Author(s):  
Fabian Dunker ◽  
Stephan Klasen ◽  
Tatyana Krivobokova
Keyword(s):  
Asymptotic Distribution ◽  
Confidence Bands ◽  
Simultaneous Confidence Bands ◽  
Quantile Functions

Simultaneous confidence bands for a percentile line in linear regression

2015 ◽  
Vol 81 ◽  
pp. 1-9 ◽  
Author(s):  
Yang Han ◽  
Wei Liu ◽  
Frank Bretz ◽  
Fang Wan
Keyword(s):  
Linear Regression ◽  
Confidence Bands ◽  
Simultaneous Confidence Bands
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