Statistics 简明教程
Statistics - Regression Intercept Confidence Interval
回归截距置信区间是一种确定两个因素接近度的方法,用于检验估计的准确性。
Regression Intercept Confidence Interval, is a way to determine closeness of two factors and is used to check the reliability of estimation.
Formula
其中——
Where −
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${\beta_0}$ = Regression intercept.
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${k}$ = Number of Predictors.
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${n}$ = sample size.
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${SE_{\beta_0}}$ = Standard Error.
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${\alpha}$ = Percentage of Confidence Interval.
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${t}$ = t-value.
Example
Problem Statement:
Problem Statement:
计算以下数据的回归截距置信区间。预测变量总数(k)为 1,回归截距 ${\beta_0}$ 为 5,样本量 (n) 为 10,标准误差 ${SE_{\beta_0}}$ 为 0.15。
Compute the Regression Intercept Confidence Interval of following data. Total number of predictors (k) are 1, regression intercept ${\beta_0}$ as 5, sample size (n) as 10 and standard error ${SE_{\beta_0}}$ as 0.15.
Solution:
Solution:
Let us consider the case of 99% Confidence Interval.
Let us consider the case of 99% Confidence Interval.
步骤 1:计算 ${ \alpha = 0.99}$ 处的 t 值。
Step 1: Compute t-value where ${ \alpha = 0.99}$.
步骤 2:${\ge} $ 回归截距:
Step 2: ${\ge} $Regression intercept:
步骤 3:${\le} $ 回归截距:
Step 3: ${\le} $Regression intercept:
因此,对于 99% 置信区间,回归截距置信区间为 ${4.49669}$ 或 ${5.50331}$ 。
As a result, Regression Intercept Confidence Interval is ${4.49669}$ or ${5.50331}$ for 99% Confidence Interval.