Listy Biometryczne - Biometrical Letters, Vol. 40 (2003), No. 2, 65-72
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ROBUSTNESS OF CONFIDENCE INTERVALS FOR THE MAXIMUM POINT OF A QUADRATIC REGRESSION AGAINST AUTOCORRELATION Dorota Kozioł, Wojciech Zieliński Department of Econometrics and Computer Sciences, Agricultural University ul. Nowoursynowska 166, PL-02-787 Warszawa dorota.koziol@ekonometria.info, wojtek.zielinski@statystyka.info |
Consider a problem of interval estimation of a maximum of a quadratic regression function in situation, when random errors are correlated. Our aim is to examine the robustness of confidence intervals for maximum of a quadratic regression function. In the paper lengths and confidence levels of confidence intervals are compared with respect to the correlation. The investigations are made on the basis of computer simulations.
quadratic regression function, point of maximum, interval estimation, correlated errors, robustness.
