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Regression Intercept Confidence Interval
  • 时间:2024-11-03

Statistics - Regression Intercept Confidence Interval


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Regression Intercept Confidence Interval, is a way to determine closeness of two factors and is used to check the repabipty of estimation.

Formula

${R = eta_0 pm t(1 - frac{alpha}{2}, n-k-1) imes SE_{eta_0} }$

Where −

    ${eta_0}$ = Regression intercept.

    ${k}$ = Number of Predictors.

    ${n}$ = sample size.

    ${SE_{eta_0}}$ = Standard Error.

    ${alpha}$ = Percentage of Confidence Interval.

    ${t}$ = t-value.

Example

Problem Statement:

Compute the Regression Intercept Confidence Interval of following data. Total number of predictors (k) are 1, regression intercept ${eta_0}$ as 5, sample size (n) as 10 and standard error ${SE_{eta_0}}$ as 0.15.

Solution:

Let us consider the case of 99% Confidence Interval.

Step 1: Compute t-value where ${ alpha = 0.99}$.

${ = t(1 - frac{alpha}{2}, n-k-1) \[7pt] = t(1 - frac{0.99}{2}, 10-1-1) \[7pt] = t(0.005,8) \[7pt] = 3.3554 }$

Step 2: ${ge} $Regression intercept:

${ = eta_0 + t(1 - frac{alpha}{2}, n-k-1) imes SE_{eta_0} \[7pt] = 5 - (3.3554 imes 0.15) \[7pt] = 5 - 0.50331 \[7pt] = 4.49669 }$

Step 3: ${le} $Regression intercept:

${ = eta_0 - t(1 - frac{alpha}{2}, n-k-1) imes SE_{eta_0} \[7pt] = 5 + (3.3554 imes 0.15) \[7pt] = 5 + 0.50331 \[7pt] = 5.50331 }$

As a result, Regression Intercept Confidence Interval is ${4.49669}$ or ${5.50331}$ for 99% Confidence Interval.

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