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Thread: 95% confidence interval linear regression

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    95% confidence interval linear regression




    Hi everyone,

    I have perhaps an easy question but I can't deal with it.

    I use linear regression on my data with 3 dependent variables: ln(d),ln(t),ln(r)
    my independent variable is ln(f). d has a value of either 8, 10 or 12.

    I find the equation from regression to be: ln(f)=-3-0.1*ln(d)+1.1*ln(r)+0.1*ln(t).
    Now I want to replace variable r with a constant, mean value A, so I get:
    ln(f)=-3-0.1*ln(d)+1.1*ln(A)+0.1*ln(t).

    Now I want to find 95% confidence interval for each d (3, 4 and 5) separately. If I subtract 1.645*Standard_Error_of_Regression from the equation above I get more than 5% of data below the line for d=12.
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