Summary Simultaneous confidence intervals for linear combinations of parameters in a regression analysis are discussed, and a desirable property is described. Confidence intervals having this property are characterized and the Working–Hotelling band is discussed with reference to it. It is shown how this band may be sharpened to give exact confidence levels in linear and quadratic regression. Tables are given from which the confidence bands may be constructed.
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Wynn et al. (1971) studied this question.
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