Linked Questions
32 questions linked to/from Obtaining a formula for prediction limits in a linear model (i.e.: prediction intervals)
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What is the Formula for Prediction Interval in Multivariate Case? [duplicate]
I am using linear model to do prediction, and I would like to calculate my prediction's prediction interval, which, when there is only one predictor, is
However, my model has three predictors. What ...
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Reproduce a confidence interval of linear regression in Excel [duplicate]
After a series of tests and exploratory analysis, I have design a linear model in R, the model is the following:
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confidence intervals for predicted values in linear regression [duplicate]
I have made this linear regression model:
mtcars_lm <- lm(mpg ~ drat + hp, mtcars)
Using the effects package, I can predict values of ...
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Calculating error bars for Excel Linear Regression [duplicate]
I've ben sent a forecast of sales from a consultancy. It uses Excel's LINEST function, taking 4 factors that seem to have affected sales in the past, and used them to make a prediction.
How do I go ...
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Confidence Intervals for Outputs of Regression? [duplicate]
Suppose I have some reasonably sized dataset and I do linear regression on it, so now I have a model, say $\hat{y}=Ax+b$, where $y$ is real (or perhaps a vector, but let's say real for now), $x$ (my ...
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Difference between confidence intervals and prediction intervals
For a prediction interval in linear regression you still use $\hat{E}[Y|x] = \hat{\beta_0}+\hat{\beta}_{1}x$ to generate the interval. You also use this to generate a confidence interval of $E[Y|x_0]$....
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Linear regression prediction interval
If the best linear approximation (using least squares) of my data points is the line $y=mx+b$, how can I calculate the approximation error? If I compute standard deviation of differences between ...
- 241
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Gaussian process prediction interval
How can the prediction interval of a Gaussian process be evaluated? I don't know how to estimate this interval though I can find a 95 % confidence interval for the mean line.
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Calculation of variance of prediction
Could anybody show me how @Rob Hyndman calculates the variance of $\hat{y}$ in the following link
Obtaining a formula for prediction limits in a linear model :
EDIT: Basically I don't understand how ...
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Derivation of confidence and prediction intervals of predictions for probit and logit (and GLMs in general)
The derivation of the prediction interval for the linear model is quite simple: Obtaining a formula for prediction limits in a linear model .
How to derive the confidence and prediction intervals for ...
user188529
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How to calculate the specific Standard Error relevant for a specific point estimate within a linear regression?
My objective is to actually get to the Standard Error for every point estimate of a linear regression. I originally thought that the Standard Error of a linear regression model was constant. And, ...
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Propagation of polynomial coefficient errors in fit
I fit a cubic function (in mathematica)
$$
y(x) = a + b x + c x^2 + d x^3
$$
to my data and obtained a function.
I have the error in each coefficient ($\sigma_a$, $\sigma_b$, $\sigma_c$, $\...
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Can we make probabilistic statements with prediction intervals?
I've read through the many excellent discussions on the site regarding interpretation of confidence intervals and prediction intervals, but one concept is still a bit puzzling:
Consider the OLS ...
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How to do prediction from a linear regression?
I am not very good in statistics (ok, I'm really bad), I guess this is a very simple question but I dont understand much of the literature.
I have a dataset that is arranged in 2 columns (...
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Using MSE to determine prediction intervals?
I have a model that I've used MSE as the accuracy metric. After reading this article on calculating prediction intervals using MSE I looked around for other resources.
I then found this PDF from ...
user124589