A method for obtaining (conservative) confidence bands for regression functions in low dimensions is given. Of particular importance is the applicability of the method to nonparametric regression.

This is a preview. Log in through your library . Abstract It is in general challenging to provide confidence intervals for individual variables in high dimensional regression without making strict or ...

After the model has been fit, predicted and residual values are usually calculated and output. The predicted values are calculated from the estimated regression equation; the residuals are calculated ...