Inverse prediction in regression
After performing a linear or quadratic regression of y = f(x), I need to
find the find the Lower and Upper bounds for the 100gamma percent confidence interval for the predicted value of x given one or more observed values of y. Regards, Ernie |
Inverse prediction in regression
Excel has no built-in functions to calculate the standard error of a
predicted value, much less do the inversion. LINEST will give you the standard erorr of coefficients, but not their covariance. For simple linear regression, the covariance between slope and intercept estimates is -AVERAGE(xdata)/SQRT(VAR(xdata)+AVERAGE(xdata)) Standard error of a predicted value at xx (possibly not a value in the original xdata) is then SQRT(1/n+(xx-AVERAGE(xdata)/DEVSQ(xdata)) You form a 95% confidence interval for the predicted value by multiplying by TINV(.05,n-2) To invert these confidence limits, you solve quadratics where the upper and lower and lower confidence bounds equal your observed y. Jerry "Ernie Lippert" wrote: After performing a linear or quadratic regression of y = f(x), I need to find the find the Lower and Upper bounds for the 100gamma percent confidence interval for the predicted value of x given one or more observed values of y. Regards, Ernie |
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