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Can one one suggest any suitable plot that shows the observed values, their fitted values and 95% confidence intervals for the fitted values?

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up vote 5 down vote accepted

I usually see that information presented by using a curve for the predicted values and a shaded interval for the confidence interval.

enter image description here

For comparison here is a more literal interpretation of your request, which a individual marker and interval for each factor value.

enter image description here

I'm not aware of a good view of when there are multiple factors. The confidence intervals really belong with the factors and not the response (different factor values could produce the same predicted response value but with different confidence intervals). I suppose you could treat the factors categorically and plot each factor combination separately. Here's a try at that, rotated to make it a little easier to read the four factor values. enter image description here

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Thank you for your time @xan. –  Günal Jan 14 '13 at 13:16
    
Out of curiosity, what software was used to generate these plots? –  chl Jan 14 '13 at 18:55
    
@chl I used JMP on a Mac, a product I help develop. –  xan Jan 14 '13 at 22:34
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