So I've constructed a confidence interval for my regression line. However, because I have 2500 data points it is a very, very narrow interval (I can barely see it next to the regression line when I make it a 99% interval). I've also been reading similar questions but I just can't get a basic understanding of what this confidence interval means.
Here are my thoughts.. I think it is saying that if I draw another 2500 sample that I can be 99% sure the new estimated regression line will lie within this C.I? Or, in other words, I could draw 100 more samples, fit them and expect only 1 out of the 100 estimated regression lines would violate these new CI. I notice it widens at each end of the graph which would allow a new line to pivot properly if a slightly different coefficient was estimated so that sort of makes sense.
Please let me know what you think I would really appreciate it!