Timeline for Is there a way to add sample confidence interval to regression?
Current License: CC BY-SA 4.0
9 events
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May 10, 2021 at 19:31 | history | edited | kjetil b halvorsen♦ |
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Oct 6, 2020 at 0:00 | history | tweeted | twitter.com/StackStats/status/1313267791231942657 | ||
Jul 31, 2020 at 15:52 | comment | added | whuber♦ | Unfortunately that doesn't work. It's wrong because the weights don't accommodate the contribution of the unknown value $\sigma^2,$ which often is substantial. | |
Jul 30, 2020 at 22:07 | comment | added | JMenezes | @whuber is correct, there is an error associated in measuring the $Y_i$, which has been estimated. I found a similar question, and they seem to be suggesting adding weights to the explanatory variable proportional to the inverse of the variance $w_i = 1/\sigma_i^2$ | |
Jul 29, 2020 at 20:53 | comment | added | Dave Harris | @whuber, ah, I misunderstood the question. | |
Jul 29, 2020 at 20:51 | comment | added | whuber♦ | @Dave An EIV model deals with errors in the explanatory variables. This problem appears to be of the form $Y_i=x_i\beta+\epsilon_i$ where $$\operatorname{Var}(\epsilon)=\sigma^2\mathbb{I}_n+\operatorname{Diag}(\sigma_1^2,\sigma_2^2,\ldots,\sigma_n^2)$$ and the response measurement errors $\sigma_i^2$ are specified (they do not need to be estimated). | |
Jul 29, 2020 at 20:42 | comment | added | Dave Harris | Have you looked at Errors-In-Variables models? If I am understanding you correctly, confidence intervals wouldn't do what you are intending them to do. Maybe you should explain the calculation method that you are using to find the home range in the first place. | |
Jul 29, 2020 at 20:31 | history | edited | kjetil b halvorsen♦ |
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Jul 28, 2020 at 19:36 | history | asked | JMenezes | CC BY-SA 4.0 |