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Confidence intervals for each individual sample in excel?



 
 
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  #1  
Old March 12th 08, 05:48 PM posted to microsoft.public.excel.misc
Catherine
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Posts: 67
Default Confidence intervals for each individual sample in excel?

Hi, I'm trying to obtain both the least square estimates, and interval
estimates for EACH individual sample (in table format). Not the overall
regression analysis for all samples combined. Any help would be greatly
appreciated.
Thank you,
Catherine
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  #2  
Old March 12th 08, 07:36 PM posted to microsoft.public.excel.misc
Mike Middleton
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Posts: 762
Default Confidence intervals for each individual sample in excel?

Catherine -

If by "individual sample" you mean "individual observation" or individual
data point, then these formulas from Jerry W. Lewis in 2003 may be useful:

The confidence bound for the estimated line at x is

=FORECAST(x,known_y's,known_x's)
+/-
TINV((1-conf)*2,COUNT(known_y's)-2)
*STEYX(known_y's,known_x's)
*SQRT(1/COUNT(known_y's)+(x-AVERAGE(known_x's))^2/DEVSQ(known_x's))

The confidence bound for an individual observation at x is

=FORECAST(x,known_y's,known_x's)
+/-
TINV((1-conf)*2,COUNT(known_y's)-2)
*STEYX(known_y's,known_x's)
*SQRT(1+1/COUNT(known_y's)+(x-AVERAGE(known_x's))^2/DEVSQ(known_x's))


- Mike Middleton
http://www.DecisionToolworks.com
Decision Analysis Add-ins for Excel



"Catherine" > wrote in message
...
> Hi, I'm trying to obtain both the least square estimates, and interval
> estimates for EACH individual sample (in table format). Not the overall
> regression analysis for all samples combined. Any help would be greatly
> appreciated.
> Thank you,
> Catherine



 




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