topic Re: Confidence interval for the regression fit in Statistical Procedures

Confidence interval for the regression fit

AnaG_ — Wed, 22 Nov 2023 19:15:49 GMT

Hello,
When using proc reg for example with clm option, in the graph, there is a gray zone arround the regression line indicating the confidence interval of the fit (the dependent variable expected mean). It looks like a very wide hyperbola around the regression line. How do I find the formula for its limits? What is the formula SAS uses to calculate the CI for the mean when the clm option is applied? I couldn't find anything in the documentation. Thank you for the help.

Re: Confidence interval for the regression fit

StatDave — Wed, 22 Nov 2023 20:39:03 GMT

See the "Statistical Background in Linear Regression" section in the Introduction to Regression Procedures chapter of the SAS/STAT User's Guide. Formulas are shown in the subsections.

Re: Confidence interval for the regression fit

Laser_Taco_ — Wed, 22 Nov 2023 21:35:18 GMT

Hi there @AnaG_ ,

Here is a link to the formulas in the documentation, and here is a link to the formulas themselves.

Follows the standard calculation for CI found in statistics textbooks.

Regards,

Kyle

Re: Confidence interval for the regression fit

AnaG_ — Thu, 23 Nov 2023 12:34:22 GMT

Thank you very much for the help.