Confidence Bands

Confidence Bands for Regression Line

Scatter Plot of Data
Objective To show how to form confidence bands and to Press F9 to take samples. Observe the scatter Estimates centered at
demonstrate that they are narrowest near the mean of X. plot and confidence bands. true Y=2+5X.
35
30
Random Interval for E(Y|X) Prediction interval 25 f(x) = 1.91882706766917 x + 10.1265714285714

i Xi 5+2Xi ui Yi=5+2Xi+ui Est Yi Xi-Mean (Xi-Mean)2 Low 95% Upp 95% Low 95% Upp 95% 20
Y
1 0.0 5.0 6.45 11.45 10.13 -5.0 25.00 7.44 12.82 3.53 16.73 15
2 0.5 6.0 8.79 14.79 11.09 -4.5 20.25 8.59 13.58 4.57 17.61 10
3 1.0 7.0 5.17 12.17 12.05 -4.0 16.00 9.75 14.34 5.60 18.49 5
4 1.5 8.0 -0.14 7.86 13.00 -3.5 12.25 10.89 15.12 6.62 19.39 0
5 2.0 9.0 6.97 15.97 13.96 -3.0 9.00 12.02 15.91 7.63 20.30 0 2 4 6 8 10
6 2.5 10.0 5.17 15.17 14.92 -2.5 6.25 13.14 16.70 8.64 21.21 X
7 3.0 11.0 5.47 16.47 15.88 -2.0 4.00 14.25 17.52 9.64 22.13
8 3.5 12.0 2.72 14.72 16.84 -1.5 2.25 15.32 18.36 10.63 23.06
9 4.0 13.0 -0.02 12.98 17.80 -1.0 1.00 16.38 19.23 11.61 23.99 Confidence bands are narrowest at X = 5 (the mean of X). For
the prediction bands (outer bands) the curvature is almost
10 4.5 14.0 3.91 17.91 18.76 -0.5 0.25 17.39 20.13 12.58 24.94 imperceptible. Textbook diagrams s tend to exaggerate the
11 5.0 15.0 7.75 22.75 19.72 0.0 0.00 18.37 21.07 13.55 25.90 curvature.
12 5.5 16.0 4.16 20.16 20.68 0.5 0.25 19.31 22.05 14.50 26.86
13 6.0 17.0 4.26 21.26 21.64 1.0 1.00 20.21 23.07 15.45 27.83
14 6.5 18.0 4.83 22.83 22.60 1.5 2.25 21.08 24.12 16.38 28.81
15 7.0 19.0 1.38 20.38 23.56 2.0 4.00 21.92 25.20 17.31 29.80 95 Percent Confidence Bands
16 7.5 20.0 8.96 28.96 24.52 2.5 6.25 22.74 26.30 18.23 30.80
17 8.0 21.0 5.45 26.45 25.48 3.0 9.00 23.54 27.42 19.15 31.81
18 8.5 22.0 7.15 29.15 26.44 3.5 12.25 24.32 28.55 20.05 32.82
19 9.0 23.0 6.58 29.58 27.40 4.0 16.00 25.10 29.69 20.95 33.85
Est Y
20 9.5 24.0 -0.19 23.81 28.36 4.5 20.25 25.86 30.85 21.83 34.88 95% CI

Y Value
95% CI
n 20 95% PI
95% PI
Sum X 95.0 Exercises (1) Press F9 to take samples. Observe the
Sum Y 384.8 scatter plot, confidence bands, and estimates. (2)
Sums for Does the shape of the confidence bands differ greatly
Sum XX 617.5 regression from a straight line? Why not?
Sum YY 8164.521 calculations.
Sum XY 2146.9 X Value
Sum xx 167.50
tn-2 2.1009
Fitted
Slope 1.918827 regression line.
Intercept 10.12657 Method The disturbances ui are from a triangular Comment In regression, the Xi values are non-
Std Err 2.868253 distribution, created by summing two uniform (0,1) stochastic. For this simulation the Xi values
variates and subtracting 1 so it is centered at 0 and were simply steps from 0 to 9.5.
then multiplying by a constant.

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