I am using a linear regression to model the distribution of my data. For the data point I have visualized the standard deviation. It looks like this: The red line is the linear regression I have fitted to the data. the yellow line is the 95% confidence interval.

enter image description here

My question now is, if there is a way to determine which of my data points differ significantly from the predicted linear regression.

  • $\begingroup$ Could you explain what the three colored lines represent? $\endgroup$
    – whuber
    Dec 10, 2020 at 14:42
  • $\begingroup$ I updated my question. $\endgroup$
    – nhaus
    Dec 10, 2020 at 15:17
  • 1
    $\begingroup$ What you seem to have drawn is the regression line with a confidence interval for the regression. It rather suggests that the errors in the dependent variable is greater than you have shown. What you may want to spot outliers is a prediction interval or prediction band $\endgroup$
    – Henry
    Dec 10, 2020 at 15:57
  • $\begingroup$ You should check if what you have drawn is confidence intervals or prediction intervals! $\endgroup$ Dec 11, 2020 at 16:19


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