Simultaneous confidence bands for the comparison of two linear regression models

In this study, it has been studied on simultaneous confidence bands for the comparison of two linear regression models. Generally the partial F test is being used as an approach to comparison of two linear regression models. Two- sided simultaneous confidence band which is over the entire range of all the covariates has been in fact a naturally associated with partial F test and is more informative than the test of hypotesis itself. As regression models are of most often interest over a restricted region of the covariates, the part of the confidence bant outside this restricted region is therefore useless in order to ensure 1-? confidence level and owing to wasteful of resources. With usage of the covariates over a restricted region, narrower confidence band and hence more efficient confidence band is obtained. In this work, by using ages and high blood pressure of men and women, firstly two-sided and one-side simultaneous confidence band were constructed and then groups of men and women were compared. Furthermore, it had been emphasized that simultaneous confidence band applied in this work was superior to the partial F test by applying for two covariate models.