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

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Presentation on theme: "Psychology 202b Advanced Psychological Statistics, II February 10, 2011."— Presentation transcript:

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


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