# Confidence Interval for Regression Line (simple linear regression)

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!

• None of those interpretations is correct. It would help to review what a confidence interval is (actually, it's a confidence region in this case). Consider looking at some of our top-rated threads on this topic.
– whuber
May 25, 2016 at 16:17

A $99\%$ confidence interval indicates that $99$ out of $100$ from the same population will confidence intervals that contain the population parameter. To make the idea clearer consider this: As the sample size increases, the sampling error decreases and the intervals become narrower. If you could increase the sample size to equal the population, there would be no sampling error. In this case, the confidence interval would have a width of zero and be equal to the true population parameter.
• Yes, this equation computes the lower bound and upper bound of regression coefficient, $\beta_i$. It indicates that the true population $\beta_i$ lies between the lower and upper bounds $99\%$ of the time in your case.