1. Psychology 202b Advanced Psychological Statistics, II February 10, 2011

2. Overview Confidence Intervals for regression parameters Confidence intervals for the conditional mean –Variance of a linear combination –Application to conditional mean Confidence intervals for individual prediction Transformations

3. Confidence intervals for regression parameters General form: Interpretation Illustration in R

4. Confidence intervals for the conditional mean Realize that the estimated conditional mean is a linear combination of the estimated regression coefficients. Variance of a linear combination of two elements:

5. Variance of linear combinations (cont.) More generally,

6. But what about the conditional mean? Example with Grades data. Standard errors and intervals in SAS. Error bars in R