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From "Patrick Drury (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-1260) SimpleRegression add new method: getPredictionStdErr(double x)
Date Thu, 20 Aug 2015 10:38:45 GMT
Patrick Drury created MATH-1260:
-----------------------------------

             Summary: SimpleRegression add new method: getPredictionStdErr(double x)
                 Key: MATH-1260
                 URL: https://issues.apache.org/jira/browse/MATH-1260
             Project: Commons Math
          Issue Type: New Feature
    Affects Versions: 3.5
            Reporter: Patrick Drury


I would like to be able to get the standard error of a predicted y value given an x value
for a SimpleRegression instance.

I believe (but I don't know) that it's as simple as something like the following:

{code:java}
public double getPredictionStdErr(double x) {
    if( !hasIntercept ){
        return Double.NaN;
    }
    return FastMath.sqrt(
         getMeanSquareError() * ((1d / n) + ((xbar - x) * (xbar - x)) / sumXX));
}
{code}





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