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Tolerance Intervals for Regression

statcon

Community Trekker

Joined:

Dec 21, 2011

Hi JMP-Users,

im looking for tolerance intervals for simple linear regressions.

I think there is no such function in JMP9Pro, is it? I can only find confidence intervals and prediction intervals in the bivariate plattform.

Maybe some got a script or addin for tolerance intervals?

Thanks in advance!

5 REPLIES
mattf

Community Trekker

Joined:

Jun 23, 2011

Hi:

Perhaps:

dt = Open("$SAMPLE_DATA/RELIABILITY/Resistor.jmp");

dt << Distribution(

          Continuous Distribution(

               Column( : Percent Increase ),                    // note ":" and "P" in Percent Increase should be not separated by a space

               Tolerance Interval( Alpha( 0.95 ), Proportion( 0.9 ) )

          )

);

Best regards,

-Matt

mattf

Community Trekker

Joined:

Jun 23, 2011

See also the JMP White Paper by Jose G. Ramirez

Statistical Intervals:Confidenec, Prediction and Enclosure

http://www.sas.com/resources/whitepaper/wo_4430.pdf

Best,

-Matt

statcon

Community Trekker

Joined:

Dec 21, 2011

Thanks for the answer but sadly thats not what i need.

Im looking for, well .. tolerance bands around a regression line.

Sorry if my question was misleading.

statcon

Community Trekker

Joined:

Dec 21, 2011

Well i found an R package and converted the code for JMP (as i dont want to use the R-JMP Interface).

Its just for simple linear regression, but better than nothing. :-)

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malcolm_moore1

Joined:

Jul 3, 2014

If it is a regression model with more than one predictor, then does Save Columns > Indiv Confidence Limit Formula from the Fit Model hot spot give what you are after? Both Graph Builder and Bivariate will give you equivalent prediction intervals in the case of modeling one continuous predictor on one continuous response.