Thread View: sci.stat.math
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Started by Very Nice Guy
Tue, 08 Apr 1997 00:00
CONFIDENCE INTERVAL FOR POLYNOMIAL REGRESSION
Author: Very Nice Guy
Date: Tue, 08 Apr 1997 00:00
Date: Tue, 08 Apr 1997 00:00
32 lines
2262 bytes
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.]
--
------------------------------------------------------------
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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