[
https://issues.apache.org/jira/browse/MATH-1260?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14706751#comment-14706751
]
Phil Steitz commented on MATH-1260:
-----------------------------------
Looks like a good enhancement request. The formula presented is for the
standard error for mean response. We should add this as well as standard error
for predicted values. I don't think we need to return NaN for the no
intercept case. We should probably also expose xbar as well.
> SimpleRegression add new method: getPredictionStdErr(double x)
> --------------------------------------------------------------
>
> Key: MATH-1260
> URL: https://issues.apache.org/jira/browse/MATH-1260
> Project: Commons Math
> Issue Type: New Feature
> Affects Versions: 3.5
> Reporter: Patrick Drury
>
> I would like to be able to get the standard error of a predicted y value
> given an x value for a SimpleRegression instance.
> I believe (but I don't know) that it's as simple as something like adding the
> following to SimpleRegression:
> {code:java}
> public double getPredictionStdErr(double x) {
> if( !hasIntercept ){
> return Double.NaN;
> }
> return FastMath.sqrt(
> getMeanSquareError() * ((1d / n) + ((xbar - x) * (xbar - x)) /
> sumXX));
> }
> {code}
--
This message was sent by Atlassian JIRA
(v6.3.4#6332)
