Confidence interval for all the estimated Y's?



Dear all,

I'm regressing several random variables X with Y, total number of
observations is 1000++. I'm unsure how to calculate the confidence
interval for all the estimated Y's?

The residuals are "outlier free" (i.e. I iterated the regression
several times and removed such observations where the particular
residuals confidence interval [provided by the regression tool] didn't
cross the zero).


Regards,
Jens

.



Relevant Pages

  • Re: Confidence interval for all the estimated Ys?
    ... Bill H wrote: ... I'm regressing several random variables X with Y, ... I'm unsure how to calculate the confidence ... residuals confidence interval [provided by the regression tool] didn't ...
    (sci.stat.consult)
  • Re: Confidence interval for all the estimated Ys?
    ... Jens wrote: ... I'm regressing several random variables X with Y, ... I'm unsure how to calculate the confidence ... residuals confidence interval [provided by the regression tool] didn't ...
    (sci.stat.consult)
  • Re: Simple Linear Regression question
    ... for regression through the origin, ... zero instead of deviations around the mean for Total-SS. ... will use SPSS), and it seems safest to ignore it. ...
    (sci.stat.math)
  • Re: LINEST Issue - forced crossing zero R2 is wrong?
    ... in Excel 2003 with intercept forced to zero ... Linear Regression (LINEST) function in Excel" ...
    (microsoft.public.excel)
  • Re: Model Size? Please Help
    ... Thanks a lot for your suggestion, I was also thinking about tobit, ... using linear regression on this data. ... the measured value was zero in 85 of the subjects, ... the measurements the value was 0. ...
    (sci.stat.consult)