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Re: regression with 95% confidence interval [message #85279 is a reply to message #85275]

Mon, 22 July 2013 08:11

Fabzi
Messages: 305
Registered: July 2010

Senior Member

On 07/22/2013 03:35 PM, Kenneth Bowman wrote:
I e-mailed you a routine that will compute confidence limits on the
> slope and intercept.

I am interested in your method too ;-). Could you mail it to me too?

Until now I did following to test significance (on the F-test):

; Prepare data
r = RANDOMNUMBERGENERATOR()
nx = 12
x = FINDGEN(nx)+1

b = 2. ; intercept
sl = 0.5 ; slope
ra = r->GetRandomNumbers(nx) ; some random error
y = sl * x + b + ra

; Now the regression
Np = N_ELEMENTS(y) ; number of points
Nv = 1 ; number of variables (1 for simple reg)
Df = Np - Nv - 1 ; Degrees of freedom

r = regress(x, y, FTEST=ftest)

p_e = 2 * (1 - t_pdf(sqrt(ftest), Df)) ; error probability
if p_e lt 0.01 then Print, 'Significant at the 99% interval'
if p_e lt 0.05 then Print, 'Significant at the 95% interval'

I am always wondering what people mean when they write "significant". On
the slope? OR according to the f-Test?

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[Message index]

		regression with 95% confidence interval By: gunvicsin11 on Sun, 21 July 2013 23:15
		Re: regression with 95% confidence interval By: Kenneth Bowman on Mon, 22 July 2013 06:35
		Re: regression with 95% confidence interval By: David Fanning on Mon, 22 July 2013 06:48
		Re: regression with 95% confidence interval By: Fabzi on Mon, 22 July 2013 08:11
		Re: regression with 95% confidence interval By: Kenneth Bowman on Mon, 22 July 2013 08:57
		Re: regression with 95% confidence interval By: ftian2012 on Mon, 06 March 2017 02:04
		Re: regression with 95% confidence interval By: Fabzi on Mon, 22 July 2013 08:14

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