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2012 Jun 28
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How to calculate Confidence Interval for a prediction using Partial Regression?
...g2) - I regressed e_y to e_x (reg5) It looks like this: y = a_0 + a_1 A (reg1) x = b_0 + b_1 A (reg2) e_y = y - (a_0 + a_1 A) (3) e_x = x - (b_0 + b_1 A) (4) e_y = beta_0 + beta_1 e_x (reg5) Then, to predict a y_0 from a new x_0 and A_0, we would: Calculate e_x0 with the equation (4). Calculate e_y0 with the equation (reg5) and then: y_0 = e_y0 + (a_0 + a_1 A_0) Now, I would like to know how different in Area (A) must be two new observations with the same x_0 value to have different predicted y_0 values. Right now, the only way I can see to find that is to calculate a Confidence Interval for...