+ Reply to Thread
Results 1 to 2 of 2

Thread: confidence and prediction interval

  1. #1
    Points: 5,699, Level: 48
    Level completed: 75%, Points required for next Level: 51

    Location
    australia
    Posts
    23
    Thanks
    0
    Thanked 0 Times in 0 Posts

    confidence and prediction interval




    Let's say I have the following data:

    y: 19.695 77.310 138.938 16.382 36.249 111.078 9.497 61.270 42.804 52.931
    x: 4.0860 8.6203 11.6592 3.6581 5.7662 10.3961 2.5488 7.6335 6.3091 7.0662

    A linear regression in Minitab gives 95% confidence bands and prediction bands. My minitab image is below.



    From the image I can probably read off the 95% confidence interval and 95% prediction interval for when x equals, say, 8, but I don't know what formula minitab uses to figure out this confidence interval and prediction interval.

    The output from minitab actually had an ANOVA table, so would I use the square root of the error mean square to estimate the standard error?

  2. #2
    Admin
    Points: 20,637, Level: 90
    Level completed: 58%, Points required for next Level: 213
    quark's Avatar
    Location
    Canada
    Posts
    479
    Thanks
    25
    Thanked 196 Times in 73 Posts

    Hi Macro90,

    Minitab output a "S = 8.64303", which is the standard error of estimate. Square root of MSE is another estimate of the standard error. They should be very close, if not the same.

    I couldn't find the formula for the CI and PI from Minitab help. It's probably the same formula from your textbook.

+ Reply to Thread

           




Similar Threads

  1. GEE prediction interval... Help?
    By bbikkel in forum Regression Analysis
    Replies: 0
    Last Post: 01-30-2011, 03:33 PM
  2. Confidence vs Prediction Interval
    By zarasandreas in forum Statistics
    Replies: 1
    Last Post: 01-09-2010, 03:31 PM
  3. Confidence Interval for Prediction in Weighted Regression
    By skyllberg in forum Regression Analysis
    Replies: 0
    Last Post: 03-22-2009, 12:39 PM
  4. Prediction Interval Question
    By xfilesfan in forum Statistics
    Replies: 1
    Last Post: 06-19-2007, 12:13 AM
  5. Help with prediction interval problem
    By maharriso in forum Regression Analysis
    Replies: 0
    Last Post: 11-13-2006, 02:50 PM

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts






Advertise on Talk Stats