Tagged Questions

1
vote
1answer
49 views

How to calculate confidence intervals of $1/\sqrt{x}$-transformed data after running a mixed linear regression in stata?

I have run a series of mixed linear regressions in Stata, some with inverse-square-root ($1/\sqrt{x}$) transformations and others with square root ($\sqrt{x}$) transformations. How do I calculate ...
1
vote
1answer
36 views

error in estimation with continuous data (New to Statistics)

Is there a way to correlate error in a fit (MSD) to the error of the a calculation performed with the parameters associated with the fit? My specific problem is dealing with spectroscopic data. I ...
3
votes
1answer
124 views

Significant difference from regression confidence intervals

I have a question about statistical significance in relation to confidence intervals from linear regression. I'm obviously far from a stats expert, and I've been searching for the answer to this, ...
1
vote
1answer
97 views

How to calculate the confidence interval of a function of a combination of two linear models

We have two linear fits, one for each data-set (unfortunately they include weights but I'm willing to ignore that if there's a nice analytic solution to this). Data-set ...
2
votes
2answers
149 views

Is it possible to calculate variable confidence intervals, conditional on $\hat{Y}$ to address heteroscedasticity?

Estimating confidence intervals for non-normally distributed residuals can be accomplished using bootstrapping procedures, sandwich estimators or quantile regression. But is there a way to calculate ...
4
votes
1answer
296 views

How does ggplot compute confidence intervals for regressions?

The R plotting package ggplot2 has an awesome function called stat_smooth for plotting a regression line (or curve) with the associated confidence band. However I am having a hard time figuring out ...
2
votes
0answers
76 views

Monte Carlo confidence interval for general inverse problem

I am trying to solve an inverse problem, and I'd like to be able to compare different ways of doing the inversion. What I don't understand how to do, is generate confidence intervals to help in the ...
1
vote
1answer
95 views

Statistical properties of parameters estimated by method of Lagrange multipliers in R

I have time series data that can be fitted by a constrained non-linear function (non-linear in the parameters to be estimated). I'd like to use the method of Lagrange Multipliers (link), specifically ...
0
votes
0answers
248 views

How to quantify the significance of the difference between two z-scores?

I have one sample and several features. I calculate a z-score for various features, and for various combinations of features. Is there a way to quantify the significance of the difference between ...
0
votes
0answers
42 views

How do I show the difference between two sample groups who participated in the same research

As part of a college research project I gathered data (convenience sampling) for my project. The goal was to show the difference between two groups who were exposed to the same set of circumstance ...
2
votes
0answers
85 views

References for methods for calculating the confidence interval for Theil-Sen Estimator

For the Theil-Sen estimator I am aware of two principal methods for obtaining confidence intervals: The zyp R-package documentation uses: The confidence interval on the slope is calculated ...
0
votes
0answers
150 views

How to hand calculate parameter estimate, CI and wald test for a poisson regression that models $log\frac{\mu}{t}$?

I'm wondering if it's possible to hand calculate parameter estimate, CI and Wald test for a Poisson regression that models $log\frac{\mu}{t} = \alpha + log(t) + \beta(race)$. Given the Race 1's ...
3
votes
2answers
563 views

How to calculate the confidence interval of a regression prediction given a particular value for a binary predictor?

I have a regression predicting wage (dependent variable) from whether the participant is a college graduate (dummy variable, independent). I have the regression coefficients and their standard ...
4
votes
3answers
137 views

Understanding regression results when data are subsetted

I have some data that span several years: 2006-2010. I have run logistic regression to model the data. For the whole dataset, I get a 95% confidence interval for the odds ratio of a parameter of ...
3
votes
1answer
53 views

Confidence interval of multi-step calibration

I need to perform a two-step calibration and I need you to tell me if I am doing that correctly. First I want to calibrate a force sensor with masses. I measure several weights and perform a linear ...
0
votes
2answers
395 views

Confusion in linear regression confidence interval calculation [duplicate]

Possible Duplicate: Calculating the confidence interval for simple linear regression coefficient estimates I was referring to this wiki article ...
2
votes
2answers
575 views

Calculating the confidence interval for simple linear regression coefficient estimates

I have a data set of paired measurements $(x_1,y_1),(x_2,y_2),...,(x_n,y_n)$. I need to fit a linear regression line $y=ax+b$ to this data. Therefore, I have to estimate the parameters $a$ and $b$. ...
5
votes
3answers
346 views

Confidence intervals for two-part regression model

I am working with a two part regression model for semi-continuous data slightly modified from Duan et al. The Duan et al. model is used to predict medical expenses over the course of a year. There ...
6
votes
1answer
1k views

Should confidence intervals for linear regression coefficients be based on the normal or $t$ distribution?

Let's have some linear model, for example just simple ANOVA: ...
0
votes
1answer
123 views

Degrees of freedom in quadratic regression simultaneous confidence bands

I have been working on an inverse regression addon for SPSS and using this paper heavily: I. Lavagnini, F. Magno, A statistical overview on univariate calibration, inverse regression, and detection ...
1
vote
1answer
186 views

Confidence Interval for $\eta^2$

Following my question here, I am also looking at the difference between males and females and I have conducted linear regression in a general linear model setup for this purpose. My effect size for ...
4
votes
1answer
816 views

Computing prediction intervals for logistic regression

I would like to understand how to generate prediction intervals for logistic regression estimates. I was advised to follow the procedures in Collett's Modelling Binary Data, 2nd Ed p.98-99. After ...
7
votes
4answers
568 views

ANCOVA in R suggests different intercepts, but the 95% CIs overlap… how is this possible?

We have a data set with two covariates and a categorical grouping variable and want to know if there are significant differences between the slope or intercept among the covariates associated with the ...
2
votes
0answers
316 views

How to bootstrap prediction intervals for “customized” regression models in R

Are there functions in R that could help me do the following? We have a special type of regression which is called Geometric Mean Regression. We have done some search and found the following: ...
2
votes
1answer
362 views

95% CI for an estimated X given Y in a simple linear regression model

Considering a simple linear regression model Y= beta0+beta1 x X, with beta0 and beta1 computed, I have to estimate the expected X given a new Y and 95% confidence intervals. I used the formula ...
2
votes
1answer
320 views

How to calculate confidence and prediction bands for a linear regression using Mathematica?

I need to calculate confidence and prediction bands for a linear regression that is in the general form of $y=ax$, where $a$ is the multiplier and $x$ the variable. I found a code in ...
8
votes
2answers
3k views

Difference between confidence intervals and prediction intervals

For a prediction interval in linear regression you still use $\hat{E}[Y|x] = \hat{\beta_0}+\hat{\beta}_{1}x$ to generate the interval. You also use this to generate a confidence interval of ...
5
votes
1answer
703 views

Estimating the intersection of two lines

I have two datasets, A and B, of weighted (x,y) pairs. I computed the best fit lines, L_A and L_B, respectively, of these datasets, and then computed the intersection of these two lines, (x*,y*). ...
4
votes
2answers
378 views

The “sum” of prediction intervals

Suppose I have a regression model which yields a couple of predicted values with their respective prediction intervals and the random quantity that I am interested in is the sum of (some subset) of ...
1
vote
0answers
92 views

Elliptic regression, basic conceptual question

I'm considering circular regression and elliptic regression on a computational and conceptual basis. If we fit an ellipse to our data then we deal with the principal components as reference for the ...
4
votes
2answers
196 views

How do I test whether an extrapolated mean for a regression model differs from an observed mean?

Suppose task performance $y$ increases with trial number $x$ ($x = 1, 2, …, 10$), so that there is a practice effect. Let’s suppose the practice effect is linear. Subjects have a long break, and then ...
5
votes
1answer
402 views

Confidence interval for difference of means in regression

Suppose I have a quadratic regression model $$ Y = \beta_0 + \beta_1 X + \beta_2 X^2 + \epsilon $$ with the errors $\epsilon$ satisfying the usual assumptions (independent, normal, independent of ...
2
votes
1answer
239 views

Confidence Intervals for Holdout R^2?

Let's say I'm performing regularized regression and I want to validate the results using holdout. (I'm choosing holdout instead of cross-validation because my dataset is fairly large, so ...
11
votes
4answers
2k views

Confidence intervals for regression parameters: Bayesian vs. classical

Given two arrays x and y, both of length n, I fit a model y = a + b*x and want to calculate a 95% confidence interval for the slope. This is (b - delta, b + delta) where b is found in the usual way ...
3
votes
3answers
644 views

Confidence interval of slope in linear regression

When computing a confidence interval of slope in linear regression, should you use the z- or t-statistic?
6
votes
2answers
999 views

How to compute the confidence intervals on regression coefficients in PLS?

The underlying model of PLS is that a given $n \times m$ matrix $X$ and $n$ vector $y$ are related by $$X = T P' + E,$$ $$y = T q' + f,$$ where $T$ is a latent $n \times k$ matrix, and $E, ...