lecture22 - Prediction (Confidence) intervals for new...

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Unformatted text preview: Prediction (Confidence) intervals for new subjects I A 100(1- )% prediction interval for an individual new value of y at x = x p is y t / 2 (Estimated standard error of prediction) or y t / 2 s s 1 + 1 n + ( x p- x ) 2 SS xx where t / 2 is based on (n-2) degrees of freedom. Problem I Refer again to the drug reaction regression. Predict the reaction time for the next performance of the experiment for a subject with a drug concentration of 4%. Use a 95% prediction interval. Something of less importance I Along with prediction interval for a new subject at x = x p , one can talk about estimating the mean of y in that subpopulation with characteristic (predictor) x p . I The confidence interval is going to be different from the prediction interval because y = s 1 n + ( x p- x ) 2 SS xx is different from ( y- y ) = s 1 + 1 n + ( x p- x ) 2 SS xx Multiple regression I In order to explain that response time, it may be better to consider some other factors instead of just the drug...
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This note was uploaded on 06/06/2011 for the course STAT 515 taught by Professor Zhao during the Spring '10 term at South Carolina.

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lecture22 - Prediction (Confidence) intervals for new...

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