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.