Hi (and particularly @StatDave 😞
Would it be possible to generate a bootstrap estimate of the residual variance? Assume the range of X values is uniform. Assume the parameter estimates are normally distributed, with mean = the reported estimate and standard deviation = the reported standard error. Draw at random with replacement 100 values of X, and 1000 3-ples of the parameters (this is where a big assumption comes in - that the parameter estimates are uncorrelated). From these, calculate 100 x 1000 Y values. Last step, refit the equation at a range of (X,Y) values covering the interval, making sure to include X values of interest with Y set to missing. That should give predicted Y values with standard errors and confidence intervals, and I am sure quantiles could be calculated given the residual error.
Thoughts?
SteveDenham
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