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Mathematica > Data Manipulation > Numerical Data > Statistical Model Analysis > ConfidenceLevel >

Mathematica > Data Manipulation > Statistical Data Analysis > Statistical Model Analysis > ConfidenceLevel >

Mathematica > Mathematics and Algorithms > Statistical Data Analysis > Statistical Model Analysis > ConfidenceLevel >

BUILT-IN MATHEMATICA SYMBOL

ConfidenceLevel

ConfidenceLevel
is an option for LinearModelFit and other fitting functions that specifies the confidence level to use in generating parameter and prediction intervals.

MORE INFORMATION

ConfidenceLevel affects values of properties related to confidence intervals such as and .

The default setting gives 95% confidence intervals.

The value should be a number between 0 and 1.

For certain types of models, FittedModel[...][prop, ConfidenceLevel->c] can be used to extract properties for a specified confidence level. »

EXAMPLES

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Basic Examples (1)

Obtain default 95% confidence intervals:

Use 99% intervals instead:

Obtain default 95% confidence intervals:

In[1]:=

In[2]:=

Out[2]=

In[3]:=

Out[3]=

Use 99% intervals instead:

In[4]:=

Out[4]=

In[5]:=

Out[5]=

Scope (3)

Set the level after fitting:

Set confidence level for a nonlinear model:

Using the usual default level:

For a generalized linear model:

Applications (1)

Fit some data:

Obtain confidence intervals at several levels for comparison:

Properties & Relations (1)

ConfidenceLevel affects all confidence intervals in FittedModel properties:

Intervals using default 95% level:

Intervals using 99% level: