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Article #50CONFIDENCE INTERVAL FOR POLYNOMIAL REGRESSION
From: Very Nice Guy
Date: Tue, 08 Apr 1997 00:00
Date: Tue, 08 Apr 1997 00:00
32 lines
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2262 bytes
For linear regression y^ = a + bx, b = Sxy/Sxx, a = y_ - b x_
and the prediction interval formula for y is
_____________________
^ / 1 (x0-x_)^2 2 SxxSyy-(Sxy)^2
y + S / 1 + --- + --------- where S = --------------
- \/ n Sxx (n-2)Sxx
This is in many stats texts. Also for polynomial regression, say
quartic
regression, y^ = b0 + b1.x + b2.x^2 + b3.x^3 b4.x^4, to get the point
estimate, we solve the normal equations
[$y ] [ n $x $x^2 $x^3 $x^4 ] [b0]
[$xy ] [ $x $x^2 $x^3 $x^4 $x^4 ] [b1]
[$x^2.y] = [ $x^2 $x^3 $x^4 $x^5 $x^6 ] [b2]
[$x^3.y] [ $x^3 $x^4 $x^5 $x^6 $x^7 ] [b3]
[$x^4.y] [ $x^4 $x^5 $x^6 $x^7 $x^8 ] [b4]
where $ denotes 'sigma' for summation. Can anyone tell me the formula
for the prediction interval in this case?
[One could use the General Linear Model i.e. treating x, x^2, x^3, x^4
as
independent variables. but they are not independent variables. so that
could affect the formula somewhat.]
--
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Every equation has two sides.
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"I make a resolution every day - not to make a
resolution tomorrow" - Sophus Ng
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X-Google-Language: ENGLISH,ASCII-7-bit X-Google-Thread: 10d632,7a315028423a14f4,start X-Google-Attributes: gid10d632,public X-Google-Thread: fa931,7a315028423a14f4,start X-Google-Attributes: gidfa931,public X-Google-Thread: 111b91,7a315028423a14f4,start X-Google-Attributes: gid111b91,public X-Google-Thread: f7f17,7a315028423a14f4,start X-Google-Attributes: gidf7f17,public X-Google-Thread: f732f,7a315028423a14f4,start X-Google-Attributes: gidf732f,public From: Very Nice Guy <ngsophus@pacific.net.sg> Subject: CONFIDENCE INTERVAL FOR POLYNOMIAL REGRESSION Date: 1997/04/08 Message-ID: <33494889.1D6B@pacific.net.sg> X-Deja-AN: 231446085 To: clinton@pacific.net.sg Organization: Pacific User Reply-To: ngsophus@pacific.net.sg Newsgroups: sci.stat.math,sci.stat.edu,sci.stat.consult,aus.stats.s,soc.culture.singapore