# Tagged Questions

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### Interpretation of regression data, RMSE, and model predictions

I am doing an analysis where I am using one data set of 12 rows (Mold), and running a linear regression analysis on this data set to generate two different linear regression equations. From there I ...
79 views

### Does more variables mean tighter confidence intervals?

Assume that the true (but unknown) relationship in a population between $Y$ and $X1, X2, X3, X4$ is $$Y=\beta_0 + \beta_1 X_1 + \beta_2 X_2 + \beta_3 X_3 + \beta_4 X_4.$$ Further assume that I have a ...
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### Confidence interval for multiple regression parameter

I'm given the least squares model: Y = B0 + B1x1 + B2x2 + B3x1x2 Y = 12 -2x1 + 7x2 +5x1x2 n = 20 as well as some RSS's ...
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### Combining prediction intervals in regression

Having performed a linear regression, I can find the confidence interval for the response conditioned on a particular x value. However, I am interested in a C.I for the mean response for a set of N ...
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### Confidence intervals for regression interpretation

I have done linear regression and plotted the data, the regression line and also the confidence interval (for 95% confidence). However it seems that most of the data points fall outside the ...
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### Calculating Prediction Interval

I have the following data located here. I am attempting to calculate the 95% confidence interval on the mean purity when the hydrocarbon percentage is 1.0. In R, I enter the following. ...
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### How to calculate the specific Standard Error relevant for a specific point estimate within a linear regression?

My objective is to actually get to the Standard Error for every point estimate of a linear regression. I originally thought that the Standard Error of a linear regression model was constant. And, ...
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### Sum up uncertainty from confidence intervals in R

I'm fitting a linear regression model in R: ...
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### What can I do if the confidence intervals of the predicted mean are small but the predicted intervals are large

I am conducting a linear regression: $Y=\alpha+\beta\times X+\epsilon$, $\epsilon\sim N(0,\sigma^2)$. It turned out that the confidence interval for the predicted mean $Y$ was really small (figure 1), ...
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### Assuming homoscedasticity in linear regression, why are predictions still less precise for marginal predictor values

I understand, that the basic model of simple linear regression assumes homoscedasticity, i.e. the variances $\sigma^2$ around the regression line are equal for all predictor levels/values. With this ...
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### The bootstrapped confidence intervals for ORs are strangely big or small in my binary logistic regression. Are they valid in the first place?

This question is an extension to my previous question, although it is not repeated. My bootstrapped ORs are OK. They are equal to non-bootstrapped ORs. However, the confidence intervals of the ...
350 views

### How to get confidence interval on population r-square change

For sake of a simple example assume that there are two linear regression models Model 1 has three predictors, x1a, x2b, and ...
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### Regression model where errors are not normally distributed

From a Physics equation I have the following model: $$W=\beta_0+\beta_1Z$$ $\beta_0$, $\beta_1$ are fixed values for which I want to find a $1-\alpha$ confidence region. I have ...
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### Logistic regression, “sum” confidence interval

I have an existing fitted logit regression model. Model: $\hat{p}(x)=\frac{1}{1+e^{-\hat{\beta}x}}$ With parameter estimates $\hat{\beta}$, and observation $x$ Given a new set of datapoints ...