Confidence intervals for each individual sample in excel?

[Catherine]

Hi, I'm trying to obtain both the least square estimates, and interval
estimates for EACH individual sample (in table format). Not the overall
regression analysis for all samples combined. Any help would be greatly
appreciated.
Thank you,
Catherine

 

[Mike Middleton]

Catherine -

If by "individual sample" you mean "individual observation" or individual
data point, then these formulas from Jerry W. Lewis in 2003 may be useful:

The confidence bound for the estimated line at x is

=FORECAST(x,known_y's,known_x's)
+/-
TINV((1-conf)*2,COUNT(known_y's)-2)
*STEYX(known_y's,known_x's)
*SQRT(1/COUNT(known_y's)+(x-AVERAGE(known_x's))^2/DEVSQ(known_x's))

The confidence bound for an individual observation at x is

=FORECAST(x,known_y's,known_x's)
+/-
TINV((1-conf)*2,COUNT(known_y's)-2)
*STEYX(known_y's,known_x's)
*SQRT(1+1/COUNT(known_y's)+(x-AVERAGE(known_x's))^2/DEVSQ(known_x's))


- Mike Middleton
http://www.DecisionToolworks.com
Decision Analysis Add-ins for Excel