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标题: quant: prediction interval [打印本页]

作者: dvilayphet    时间: 2011-7-11 19:30     标题: quant: prediction interval

If we're given an ANOVA table, and it asks for a prediction interval, should we use:

mean +/- (given standard error)(t stat)

or should we replace the given standard error with sqrt((standard error^2)((1 + (1/n) + ((x - mean)^2)/((n-1)(variance))))

I don't understand when to use one or the other.
作者: flyinggirl    时间: 2011-7-11 19:30

When n is too large you can use the given error value. If not, then unfortunately you'll have to calculate the satndard error of the estimate using the formula you mentioned above.
作者: BelalM    时间: 2011-7-11 19:30

difference is prediction interval for a variable in the regression (which is the first equation)

and 2nd equation is prediction interval for a forecast made using the regression.

CP




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