Estimate confidence intervals after regress!

Hallo I did a linear regression using the command [B,BINT,R,RINT,STATS] = regress(Y,X)! How can estimate the confidence intervals??

Answer 1

[Star Strider]

The ‘BINT’ matrix contains the parameter confidence intervals.

If you want both parameter and prediction confidence intervals, use fitlm:

x = (1:10)';                                        % Create Data
y = 1.5 + 2.3*x + 1.5*randn(size(x));               % Create Data

mdl = fitlm(x, y);                                  % Fit Data
B = mdl.Coefficients.Estimate;                      % Coefficients
CI = coefCI(mdl);                                   % Coefficient Confidence Intervals
[Ypred,YCI] = predict(mdl, x);                      % Fitted Regression Line & Confidence Intervals

figure(1)
plot(x, y, 'pg')
hold on
plot(x, Ypred,'-r',    x, YCI, '--r')
hold off
grid

[Jasmin McInerney]

Thank you!

This answer shows how you can plot the confidence intervals with the traditional plotting command and associated functionality wich is super helpful :)

summary from Star Strider's answer:

after you've created your linear regression model ...

CI = coefCI(mdl);                                   % Coefficient Confidence Intervals
[Ypred,YCI] = predict(mdl, x);                      % Fitted Regression Line & Confidence Intervals
figure
plot(x, YCI, '--r')                                 % Plotting the confidence intervals!!

[Star Strider]

My pleasure!

Be sure to plot ‘Ypred’ as well. That provides a context for the confidence intervals.

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