ABSTRACT
As pointed out at the beginning of Chapter 2, a simultaneous confidence band for x′β quantifies the plausible range of the true model x′β directly. Any regression model function x′β0 that lies inside the simultaneous confidence band is deemed by this band as a plausible candidate of the true model x′β. On the other hand, any regression model x′β0 that does not lie inside the simultaneous confidence band is not a plausible candidate of the true model x′β. As a by-product, a confidence band can also be used to test the hypotheses in (2.2).
