Confidence interval for all the estimated Y's?
- From: "Jens" <jens.stolte@xxxxxxxxx>
- Date: 22 Jun 2006 04:01:44 -0700
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
.
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