Timeline for Confidence interval in the linear model
Current License: CC BY-SA 3.0
10 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 10 at 10:24 | vote | accept | Gabriel Romon | ||
| Nov 5, 2021 at 19:58 | answer | added | StubbornAtom | timeline score: 2 | |
| Sep 8, 2021 at 13:27 | answer | added | Ben | timeline score: 3 | |
| Sep 8, 2021 at 13:01 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jul 7, 2017 at 1:48 | answer | added | Lucas Roberts | timeline score: 1 | |
| Jul 4, 2017 at 18:36 | comment | added | Kodiologist | "Of course, $σ$ is unknown so the confidence interval would be useless" — There's your answer. | |
| Jul 4, 2017 at 16:15 | comment | added | Gabriel Romon | @whuber my question is about the form of the confidence interval: what's the mathematical validity of replacing $\sigma$ by something else ? | |
| Jul 4, 2017 at 16:05 | comment | added | Łukasz Grad | To be perfectly correct, the confidence interval with variance estimator $\hat{\sigma}$ should use student-t $t^{1-\alpha}(n - p)$ percentile (if you use standard variance estimator based on $RSS$) | |
| Jul 4, 2017 at 15:46 | comment | added | whuber♦ | Obviously you need some estimate of $\sigma$. Thus, is your question about which estimator $\hat\sigma$ to use or is it about why the confidence interval takes this particular form? | |
| Jul 4, 2017 at 15:17 | history | asked | Gabriel Romon | CC BY-SA 3.0 |