ci.reg {ALSM} | R Documentation |
Estimation and confidence interval of Mean Response and Prediction of New Observation in regression model
Description
Estimation of Mean Response and Prediction of New Observation:
Interval Estimation of EY_h
Confidence Region for Regression Surface. WorkingHotelling confidence band
Simultaneous Confidence Intervals for Several Mean Responses ( Working-Hotelling, Bonferroni confidence limit )
Prediction of New Observation Yh(new)
Prediction of Mean of m New Observations at Xh
Predictions of g New Observations. Simultaneous Scheffe prediction limits for g new observations at g different levels X_h
Usage
ci.reg(model, newdata, type = c("b", "s","w","n","m","nm","gn"), alpha = 0.05,m=1)
Arguments
model |
model of regression |
newdata |
Data frame, New data on which the point estimate and confidencr interval is calculated. |
type |
Type of confidence interval |
alpha |
Confidence interval calculate with 1- |
m |
When use "type=nm", m is equal, new observations are to be selected at the same levels x_h |
Details
Type values:
b
Simultaneous Confidence Intervals for Several Mean Responses by Bonferroni simultaneous confidence intervals.
s
Simultaneous Scheffe prediction limits for g new observations at g different levels x_h
w
Confidence Region for Regression Surface or Simultaneous Confidence Intervals for Several Mean Responses
n
Prediction of New Observation.
m
Mean response of New Observation.
nm
When In new observations are to be selected at the same levels X_h and their mean Yh(new) is to be predicted
gn
Simultaneous Bonferroni prediction limits for g new observations at g different levels X_h
NOTE: for the rest of the type states, m = 1.
Value
calculate estimation and cofidence interval
Note
by default, type is 'b'
References
Michael H. Kutner; Christopher J. Nachtsheim; John Neter; William Li. Applied Linear Statistical Models Fifth Edition
Examples
#### problem 6.14.a page 250
d<-data.frame(282000,7.1,0)
ci.reg(lm(y~x1+x2+x3,GroceryRetailer),d,type='nm',m=3)
#### problem 6.13.b page 250
d<-data.frame(c(230000,250000,280000,340000),c(7.5,7.3,7.1,6.9),c(0,0,0,0))
ci.reg(lm(y~x1+x2+x3,GroceryRetailer),d,type='gn')
#### problem 6.12.a page 250
d<-data.frame(c(302000,245000,280000,350000,295000),c(7.2,7.4,6.9,7,6.7),c(0,0,0,0,1))
ci.reg(lm(y~x1+x2+x3,GroceryRetailer),d,type='b')
### example page 158
d<-data.frame(c(30,65,100))
ci.reg(lm(y~x,TolucaCompany),d,type='w',alpha=.1)
### example page 54
d<-data.frame(65)
ci.reg(lm(y~x,TolucaCompany),d,type='m',alpha=.1)
### example page 59
d<-data.frame(100)
ci.reg(lm(y~x,TolucaCompany),d,type='n',alpha=.1)