Tolerance Interval for Regression

nguyendv0610 — Sat, 10 Jun 2023 20:38:55 GMT

Is there a way to calculate the tolerance interval for a simple univariate regression in JMP? There is only prediction and confidence intervals options available.

Thanks

Re: Tolerance Interval for Regression

Phil_Kay — Thu, 10 Sep 2020 09:15:25 GMT

Hi,

I assume that you mean a bivariate regression. E.g. height vs weight.

I think you will have to calculate the tolerance interval.

You should be able to get close by using Distribution to calculate the tolerance interval of the residuals.

In the attached example I have fit height vs weight (Fit Y by X) and saved the residuals. Then used Distribution to calculate the prediction interval on the residuals. You can see that these calculated limits (purple and orange) are close to the prediction interval from Fit Y by X, "...95% Indiv height" (red and green).

I think you should be able to do the same for tolerance interval.

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Tolerance Interval for Regression

Re: Tolerance Interval for Regression