Regression - confidence intervals

Scripts example: Regression - create table with confidence intervals

This script calculates the confidence interval for a range of values, based on linear regression analysis. The results are presented in a formatted table.

// regional settings
$decimalsymbol=".";
$listseparator=",";
//
cls;
clear data;
<data>
Timepoint	Result
0	0.11
3	0.17
6	0.31
9	0.4
12	0.5
18	1.03
24	1.06
</data>
varx		=TimePoint;
vary		=Result;
slope		=VSLOPE(varx,vary);
intercept	=VINTERCEPT(varx,vary);
n			=VCOUNT(varx,ISNUMBER(vary));
meanX		=VAVERAGE(varx);
devsqX		=VDEVSQ(varx);
steyx		=VSTEYX(vary,varx);
alpha		=0.05;
t			=TINV(alpha,n-2);

table(tab);
AppendRow(tab,"x","y","CI Low","CI High");
x=0;
while (x<=24) {
	y=intercept+x*slope;
	s=steyx*sqrt(1/n+(x-meanX)^2/devsqX);
	lo=y-t*s;
	hi=y+t*s;
	AppendRow(tab,x,y,lo,hi);
	x=x+2;
}
FormatTable(tab,"3");
FormatTableColumn(tab,1,"0");
FormatTableRow(tab,1,"shaded bold 0");
?tab;

Output

x
y
CI Low
CI High
0
0.053
-0.105
0.212
2
0.142
0.003
0.282
4
0.231
0.108
0.354
6
0.321
0.211
0.430
8
0.410
0.310
0.510
10
0.499
0.403
0.595
12
0.588
0.490
0.686
14
0.677
0.571
0.783
16
0.766
0.647
0.885
18
0.855
0.720
0.990
20
0.944
0.791
1.097
22
1.033
0.861
1.206
24
1.122
0.929
1.316

See also

• Scripts
• Scripts - Examples