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Re: st: Confidence intervals for predicted means versus predicted individual values


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Confidence intervals for predicted means versus predicted individual values
Date   Tue, 25 Feb 2014 00:21:53 +0000

You already got a reply from Jorge Eduardo Pérez Pérez

http://www.stata.com/statalist/archive/2014-02/msg01030.html

If you are using the digest, please check the archives before re-posting.

Nick
njcoxstata@gmail.com

On 25 February 2014 00:05, Adam Guerrero <adamgue@gmail.com> wrote:

> I have a combination Stata/stats question.  I am trying to reproduce an example
> in Bowerman et al.'s "Forecasting, Time Series, and Regression."  My
> ultimate goal is to locate a command in Stata that gives confidence
> intervals for conditional mean and individual dependent variable
> predictions.
>
> I have inputted the following data into Stata
>
> . input temp fuelcons
> . 28 12.4
> . 28 11.7
> . 32.5 12.4
> . 39 10.8
> . 45.9 9.4
> . 57.8 9.5
> . 58.1 8
> . 62.5 7.5
> . end
>
> After regressing fuelcons on temp, I can obtain predicted values of
> fuelcons using
>
> . regress fuelcons temp
>
> . predict pfuelcons
>
> I can also get the standard errors of the predicted mean using
>
> . predict pmfuelcons, stdp
>
> Finally, I can get the standard errors of the predicted individuals
> fuelcons values using
>
> . predict pyfuelcons, stdf
>
> I know that I can use this information to obtain a confidence interval
> for the conditional mean and a confidence interval for a particular
> value of fuelcons given a value for temp in the data.
>
> My question is whether there is a command that will allow me to
> estimate a 95% confidence interval for the mean value of fuelcons
> given a particular value of temp that is not included in the data, but
> is in the range of temp (e.g., given a temp of 40).
>
> I would also like to get a 95% confidence interval for an individual
> value of fuelcons given a particular value of temp that is not
> included in the original data, but is in the range of temp (e.g.,
> given a temp of 40).
>
> The confidence interval for the mean value of fuelcons when temp
> equals 40, and the prediction interval for an individual value of
> fuelcons when temp equals 40 are computed automatically in MINITAB as
>
> Fit            SE Fit                95% CI                          95% PI
> 10.721     .241                  (10.130, 11.312)          (9.015, 12.427)
>
> Is it possible to do this in Stata with a single command?
>
> I am a bit worried that I am overlooking something simple in, so I
> apologize in advance if that's the case, and thank you for assisting
> with my question.

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