R help - Dec 2009 - COnfidence intervals for estimates of linear model

Hello,

I would like to calculate the 95% confidence intervals for the estimates
of a linear model and I just wanted to check that I am doing it correct.
 Is it just:

Estimate + 1.95996*Std.Error to Estimate - 1.95996*Std.Error

or is there another approach that doesn't assume a normal distrbution?

Thanks.  Apologies for my naiivity

Dan

-- 
**************************************************************
Daniel Brewer, Ph.D.

Institute of Cancer Research
Molecular Carcinogenesis
Email: daniel.brewer at icr.ac.uk
**************************************************************

The Institute of Cancer Research: Royal Cancer Hospital, a charitable Company
Limited by Guarantee, Registered in England under Company No. 534147 with its
Registered Office at 123 Old Brompton Road, London SW7 3RP.

This e-mail message is confidential and for use by the a...{{dropped:2}}

Dear Daniel,

Have a look at ?predict.lm The interval argument gives you the
information that you need.

HTH,

Thierry 


------------------------------------------------------------------------
----
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek
team Biometrie & Kwaliteitszorg
Gaverstraat 4
9500 Geraardsbergen
Belgium

Research Institute for Nature and Forest
team Biometrics & Quality Assurance
Gaverstraat 4
9500 Geraardsbergen
Belgium

tel. + 32 54/436 185
Thierry.Onkelinx at inbo.be
www.inbo.be

To call in the statistician after the experiment is done may be no more
than asking him to perform a post-mortem examination: he may be able to
say what the experiment died of.
~ Sir Ronald Aylmer Fisher

The plural of anecdote is not data.
~ Roger Brinner

The combination of some data and an aching desire for an answer does not
ensure that a reasonable answer can be extracted from a given body of
data.
~ John Tukey

-----Oorspronkelijk bericht-----
Van: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
Namens Daniel Brewer
Verzonden: woensdag 23 december 2009 11:28
Aan: r-help at stat.math.ethz.ch
Onderwerp: [R] COnfidence intervals for estimates of linear model

Hello,

I would like to calculate the 95% confidence intervals for the estimates
of a linear model and I just wanted to check that I am doing it correct.
 Is it just:

Estimate + 1.95996*Std.Error to Estimate - 1.95996*Std.Error

or is there another approach that doesn't assume a normal distrbution?

Thanks.  Apologies for my naiivity

Dan

--
**************************************************************
Daniel Brewer, Ph.D.

Institute of Cancer Research
Molecular Carcinogenesis
Email: daniel.brewer at icr.ac.uk
**************************************************************

The Institute of Cancer Research: Royal Cancer Hospital, a charitable
Company Limited by Guarantee, Registered in England under Company No.
534147 with its Registered Office at 123 Old Brompton Road, London SW7
3RP.

This e-mail message is confidential and for use by the a...{{dropped:2}}

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signed document.

Using 1.95996 is appropriate when you know the population standard deviation or
the sample size is approximately infinity.  Otherwise you should use the
t-distribution, the qt function is useful for that.

Or if you want intervals for the coefficients look at the confint function, if
you want intervals for predictions, then look at predict.lm as has been pointed
out (estimates could be interpreted either way).

Hope this helps,

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Daniel Brewer
> Sent: Wednesday, December 23, 2009 3:28 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] COnfidence intervals for estimates of linear model
> 
> Hello,
> 
> I would like to calculate the 95% confidence intervals for the
> estimates
> of a linear model and I just wanted to check that I am doing it
> correct.
>  Is it just:
> 
> Estimate + 1.95996*Std.Error to Estimate - 1.95996*Std.Error
> 
> or is there another approach that doesn't assume a normal distrbution?
> 
> Thanks.  Apologies for my naiivity
> 
> Dan
> 
> --
> **************************************************************
> Daniel Brewer, Ph.D.
> 
> Institute of Cancer Research
> Molecular Carcinogenesis
> Email: daniel.brewer at icr.ac.uk
> **************************************************************
> 
> The Institute of Cancer Research: Royal Cancer Hospital, a charitable
> Company Limited by Guarantee, Registered in England under Company No.
> 534147 with its Registered Office at 123 Old Brompton Road, London SW7
> 3RP.
> 
> This e-mail message is confidential and for use by the
> a...{{dropped:2}}
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.