Standard error of Alpha ( Y intercept )

Discussion in 'CT3' started by deepakraomore, Dec 4, 2014.

  1. deepakraomore

    deepakraomore Member

    to calculate C.I. for alpha value ( Y intercept ), what is the formula for standard error.
     
  2. The standard error is
    Sigma x root of (1/n + xbar^2/Sxx)

    I dont know how it is derived
     
  3. If the formula is not clear then you can refer the solution of IAI exam may 07 Q 12
     
  4. deepakraomore

    deepakraomore Member

    ok, thanks a lot for inputs.
    have checked
     
  5. John Lee

    John Lee ActEd Tutor Staff Member

    This formula is given on page 25 of the Tables (just substitute \(x_0 = 0\)).
     
  6. Is it a coincidence that the variance of alpha is equal to the variance of predicted mean response , or is there any connection between two?
     
  7. freddie

    freddie Member

    The formulae for the variance of the mean response and the individual response, given on page 25 of the Tables, can be calculated for different values of x0. Therefore confidence intervals for the expected response when x= xo and confidence intervals for the value of a response when x=xo can be found.

    To determine confidence intervals for alpha, the intercept term, we substitute x0 = 0 into these formulae. Assuming that we want a confidence interval for the expected response when x0=0, (rather than the value of a response when x=x0), we use the formula for the variance of the mean response with x0=0.
     
  8. Thank you , now it seems logical
     

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