ConfidenceLevel

ConfidenceLevel

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

Details

  • ConfidenceLevel affects values of properties related to confidence intervals.
  • The default setting gives 95% confidence intervals.
  • The value should be a number between 0 and 1.
  • For certain types of models, model[][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:

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:

Wolfram Research (2008), ConfidenceLevel, Wolfram Language function, https://reference.wolfram.com/language/ref/ConfidenceLevel.html.

Text

Wolfram Research (2008), ConfidenceLevel, Wolfram Language function, https://reference.wolfram.com/language/ref/ConfidenceLevel.html.

BibTeX

@misc{reference.wolfram_2020_confidencelevel, author="Wolfram Research", title="{ConfidenceLevel}", year="2008", howpublished="\url{https://reference.wolfram.com/language/ref/ConfidenceLevel.html}", note=[Accessed: 10-April-2021 ]}

BibLaTeX

@online{reference.wolfram_2020_confidencelevel, organization={Wolfram Research}, title={ConfidenceLevel}, year={2008}, url={https://reference.wolfram.com/language/ref/ConfidenceLevel.html}, note=[Accessed: 10-April-2021 ]}

CMS

Wolfram Language. 2008. "ConfidenceLevel." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/ConfidenceLevel.html.

APA

Wolfram Language. (2008). ConfidenceLevel. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/ConfidenceLevel.html