MATLAB: 95% confidence intervalsof regression line!

95% ci regression regress confidence intervals

Hi! How can I calculate the 95% confidence intervals(numerically) of a regression line after using the the command regress?

Best Answer

I like regress, even with its limitations. However, it would probably be best for you to re-run your regression with the fitlm (link) function, then use the predict (link) function to calculate the confidence intervals. The ‘Xnew’ in the documentation are your existing independent variable values.

Related Solutions

MATLAB: Prediction Slice plot – what are the numbers inside the brackets on the left

The bracketed numbers are 95% confidence limits on the predicted value of the dependent variable at the chosen point.

I can’t find the ‘simultaneous and non-simultaneous bounds’ specifically mentioned in the documentation (the closest I can get is Plots to Understand Predictor Effects). They seem to consider the effect of all the independent (predictor) variables as opposed to each individual independent (predictor) variable on the dependent (response) variable. This is consistent with the confidence intervals being narrowest with the ‘non-simultaneous’ option.

I’m reasonably confident about the bracketed numbers, because looking at the plot, the numbers correspond to the plotted confidence interval. We’ll likely have to wait for MathWorks to see this and confirm it to be certain about my ‘bounds’ interpretation.

MATLAB: Plotting curved confidence intervals for linear regression

I did not see your post before.

Use the appropriate version of the predict (link) function for a compact linear model, predict (link) for a generalised linear model, or others, depending on what you are doing.

Those will give the confidence intervals. If you want to plot smooth curves, use:

xv = linspace(min(x), max(x), 1000);

for the independent variable ‘Xnew’ to use with predict.

Best Answer

Related Solutions

MATLAB: Prediction Slice plot – what are the numbers inside the brackets on the left

MATLAB: Plotting curved confidence intervals for linear regression

Related Question