Choose Language Hide Translation Bar
Highlighted
nguyendv0610
Level III

Tolerance Interval for Regression

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

1 REPLY 1
Highlighted
phil_kay
Staff

Re: Tolerance Interval for Regression

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).

 

Regressio intervals.png

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

 

Article Labels