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Posted 11-22-2023 02:15 PM
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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.
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.
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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.
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Thank you very much for the help.
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