# error computation on projected values

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## error computation on projected values

 A non-spss question. Suppose N observations taken at three equally spaced time points. Run the data through regression and get an intercept and slope and standard errors for each. Now I want to predict a value at time point six and I want to put an error bar around it. My predicted value would be b0 + 6*b1. Would my error bar total width be 2*(se(b0) + 6*se(b1))? Or, might there be something to learn?   Thanks, Gene Maguin ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
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## Re: error computation on projected values

 No.  The prediction error needs to account for the error variance as well as the estimation error.  You  can see the formula here.It adds the Note that there is a difference between the prediction error for a point and the error for E(Y|X).The easiest way to do this would be to save the prediction intervals of whichever type you want as variables from REGRESSION.  If you export the model, you can then apply it to new data and calculate the interval using the Scoring Wizard (on Utilities).On Wed, Aug 12, 2020 at 8:09 AM Maguin, Eugene <[hidden email]> wrote: A non-spss question. Suppose N observations taken at three equally spaced time points. Run the data through regression and get an intercept and slope and standard errors for each. Now I want to predict a value at time point six and I want to put an error bar around it. My predicted value would be b0 + 6*b1. Would my error bar total width be 2*(se(b0) + 6*se(b1))? Or, might there be something to learn?   Thanks, Gene Maguin ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD -- Jon K Peck[hidden email] ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD
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## Re: error computation on projected values

 In reply to this post by Maguin, Eugene A total error is /not/ the sum of the errors of its two terms unless the terms are uncorrelated ( r = 0 ). It is unlikely that a regression intercept is uncorrelated with the regression coefficient unless it is designed that way. And predicting beyond the range of the data raises other complications. Jon's reference shows the difference between two types of prediction, but the computation for each is apparently hidden in the call to routine that does the estimating. -- Rich Ulrich From: SPSSX(r) Discussion <[hidden email]> on behalf of Maguin, Eugene <[hidden email]> Sent: Wednesday, August 12, 2020 10:09 AM To: [hidden email] <[hidden email]> Subject: error computation on projected values   A non-spss question. Suppose N observations taken at three equally spaced time points. Run the data through regression and get an intercept and slope and standard errors for each. Now I want to predict a value at time point six and I want to put an error bar around it. My predicted value would be b0 + 6*b1. Would my error bar total width be 2*(se(b0) + 6*se(b1))? Or, might there be something to learn?   Thanks, Gene Maguin ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD ===================== To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD