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Topic: Prediction interval in regresion through origin
Replies: 2   Last Post: May 17, 2012 7:28 PM

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Gaj Vidmar

Posts: 21
Registered: 12/13/04
Re: Prediction interval in regresion through origin
Posted: May 16, 2012 11:17 AM
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Just three aditions.

Concerning the main question (PI in regression through origin):

1. Please, skip the comments on (in)appropriateness of regression through
origin. (I know all that and I could write a lengthy essay on that myself -
please, please, just the maths).

2. I may have written wrongly that CI in regression through origin is
triangle shaped. Now I think it may be also "slightly curved", i.e., the two
lines (which, of course, start from the origin like the regression line)
going ever further apart being only seemingly straight. Please enlighten me.

Concerning the additional question:

3. I know that imposing inequality constrainst is "easier" (in terms of
software implementation) in nonlinear regression, but that's not an option
("overkill", "impractical", irrelevant). And I actually know my "naive"
suggestion (of keeping OLS if you get a>0 and doing regression through
origin if you get a<0) is not bad - Prof. Ripley (in my somewhat qualified
view one of the smartest people on the planet) say so (see first URL
below) - what I'm asking/hoping for is radical simplification of the
way-above-my-level literature (see second URL below) in the case of having
just one predictor and constraining the intercept rather than a coefficient.

http://r.789695.n4.nabble.com/fit-linear-regression-with-multiple-predictor-and-constrained-intercept-td841165.html
http://www.gurulib.com/_user_manual_file/pic_1247578519497.pdf

Thanks in advance again,
Regards,
Gaj




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