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:

Introduced in 2008
 (7.0)