How To Calculate Standard Error Of Slope Coefficient
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Standard Error Of The Slope
Survey sampling Excel Graphing calculators Book reviews Glossary AP practice exam Problems and solutions Formulas Notation Share with standard deviation of slope excel Friends Regression Slope: Confidence Interval This lesson describes how to construct a confidence interval around the slope of a regression line. We focus on the equation for simple linear regression, which is: confidence interval for slope ŷ = b0 + b1x where b0 is a constant, b1 is the slope (also called the regression coefficient), x is the value of the independent variable, and ŷ is the predicted value of the dependent variable. Estimation Requirements The approach described in this lesson is valid whenever the standard requirements for simple linear regression are met. The dependent variable Y has a linear relationship
Confidence Interval For Slope Calculator
to the independent variable X. For each value of X, the probability distribution of Y has the same standard deviation σ. For any given value of X, The Y values are independent. The Y values are roughly normally distributed (i.e., symmetric and unimodal). A little skewness is ok if the sample size is large. Previously, we described how to verify that regression requirements are met. The Variability of the Slope Estimate To construct a confidence interval for the slope of the regression line, we need to know the standard error of the sampling distribution of the slope. Many statistical software packages and some graphing calculators provide the standard error of the slope as a regression analysis output. The table below shows hypothetical output for the following regression equation: y = 76 + 35x . Predictor Coef SE Coef T P Constant 76 30 2.53 0.01 X 35 20 1.75 0.04 In the output above, the standard error of the slope (shaded in gray) is equal to 20. In this example, the standard error is referred to as "SE Coeff". However, other software packages might use a different label for the st
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Slope Coefficient Formula
developers or posting ads with us Cross Validated Questions Tags Users Badges Unanswered Ask Question _ Cross Validated is a question and answer site for people interested http://stattrek.com/regression/slope-confidence-interval.aspx?Tutorial=AP in statistics, machine learning, data analysis, data mining, and data visualization. Join them; it only takes a minute: Sign up Here's how it works: Anybody can ask a question Anybody can answer The best answers are voted up and rise to the top How to derive the standard error of linear regression coefficient up http://stats.stackexchange.com/questions/85943/how-to-derive-the-standard-error-of-linear-regression-coefficient vote 2 down vote favorite 3 For this univariate linear regression model $$y_i = \beta_0 + \beta_1x_i+\epsilon_i$$ given data set $D=\{(x_1,y_1),...,(x_n,y_n)\}$, the coefficient estimates are $$\hat\beta_1=\frac{\sum_ix_iy_i-n\bar x\bar y}{n\bar x^2-\sum_ix_i^2}$$ $$\hat\beta_0=\bar y - \hat\beta_1\bar x$$ Here is my question, according to the book and Wikipedia, the standard error of $\hat\beta_1$ is $$s_{\hat\beta_1}=\sqrt{\frac{\sum_i\hat\epsilon_i^2}{(n-2)\sum_i(x_i-\bar x)^2}}$$ How and why? standard-error inferential-statistics share|improve this question edited Mar 6 '15 at 14:38 Christoph Hanck 9,24332149 asked Feb 9 '14 at 9:11 loganecolss 55311026 stats.stackexchange.com/questions/44838/… –ocram Feb 9 '14 at 9:14 @ocram, thanks, but I'm not quite capable of handling matrix stuff, I'll try. –loganecolss Feb 9 '14 at 9:20 1 @ocram, I've already understand how it comes. But still a question: in my post, the standard error has $(n-2)$, where according to your answer, it doesn't, why? –loganecolss Feb 9 '14 at 9:40 add a comment| 1 Answer 1 active oldest votes up vote 7 down vote accepted 3rd c
treated statistically in terms of the mean and standard deviation. The same phenomenon applies to each measurement taken in the course of constructing a calibration curve, causing a variation in the slope and intercept of http://www.chem.utoronto.ca/coursenotes/analsci/stats/ErrRegr.html the calculated regression line. This can be reduced - though never completely eliminated http://onlinestatbook.com/lms/regression/accuracy.html - by making replicate measurements for each standard. Multiple calibrations with single values compared to the mean of all three trials. Note how all the regression lines pass close to the centroid of the data. Even with this precaution, we still need some way of estimating the likely error (or uncertainty) in the slope and confidence interval intercept, and the corresponding uncertainty associated with any concentrations determined using the regression line as a calibration function. Tips & links: Skip to uncertainty of the regression Skip to uncertainty of the slope Skip to uncertainty of the intercept Skip to the suggested exercise Skip to Using Excel’s functions Download a specimen Excel file for this section Navigation: Introduction Bibliography Contact Info Copyright How to Use Concept Map Site confidence interval for Map Excel™ Basics Entering Data Formulas Plotting Functions Trendlines Basic Statistics Stats in Anal Chem Mean and Variance Error and Residuals Probability Confidence Levels Degrees of Freedom Linear Regression Calibration Correlation Linear Portions Regression Equation Regression Errors Using the Calibration Limits of Detection Outliers in Regression Evaluation & Comparison Hypotheses t-test 1- and 2-tailed Tests F-test Summary Quick Links: Site Map Concept Map Next Page Previous Page Next Topic Previous Topic The Uncertainty of the Regression: We saw earlier that the spread of the actual calibration points either side of the line of regression of y on x (which we are using as our calibration function) can be expressed in terms of the regression residuals, (yi − ): The greater these resdiuals, the greater the uncertainty in where the true regression line actually lies. The uncertainty in the regression is therefore calculated in terms of these residuals. Technically, this is the standard error of the regression, sy/x: Note that there are (n − 2) degrees of freedom in calculating sy/x. This is because we are making two assumptions in this equation: a) that the sample population is representative of the entire population, and b) that the values are representative of the true y-values. For
the estimate from a scatter plot Compute the standard error of the estimate based on errors of prediction Compute the standard error using Pearson's correlation Estimate the standard error of the estimate based on a sample Figure 1 shows two regression examples. You can see that in Graph A, the points are closer to the line than they are in Graph B. Therefore, the predictions in Graph A are more accurate than in Graph B. Figure 1. Regressions differing in accuracy of prediction. The standard error of the estimate is a measure of the accuracy of predictions. Recall that the regression line is the line that minimizes the sum of squared deviations of prediction (also called the sum of squares error). The standard error of the estimate is closely related to this quantity and is defined below: where σest is the standard error of the estimate, Y is an actual score, Y' is a predicted score, and N is the number of pairs of scores. The numerator is the sum of squared differences between the actual scores and the predicted scores. Note the similarity of the formula for σest to the formula for σ.  It turns out that σest is the standard deviation of the errors of prediction (each Y - Y' is an error of prediction). Assume the data in Table 1 are the data from a population of five X, Y pairs. Table 1. Example data. X Y Y' Y-Y' (Y-Y')2 1.00 1.00 1.210 -0.210 0.044 2.00 2.00 1.635 0.365 0.133 3.00 1.30 2.060 -0.760 0.578 4.00 3.75 2.485 1.265 1.600 5.00 2.25 2.910 -0.660 0.436 Sum 15.00 10.30 10.30 0.000 2.791 The last column shows that the sum of the squared errors of prediction is 2.791. Therefore, the standard error of the estimate is There is a version of the formula for the standard error in terms of Pearson's correlation: where ρ is the population value of Pearson's correlation and SSY is For the data in Table 1, μy = 2.06, SSY = 4.597 and ρ= 0.6268. Therefore, which is the same value computed previously. Similar formulas are used when the standard error of the estimate is computed from a sample rather than a population. The only difference is that the denominator is N-2 rather than N. The reason N-2 is used rather than N-1 is that two parameters (the slope and the intercept) were estimated in order to estimate the sum of squares. Formulas for a sample comparable to the ones for a population are shown below. Please answer the questions: feedback