I have a simple linear regression with x and y data. Now, if I take a sample, say (x1, y1), how do I get some probability that the sample belongs to the regressed data at hand?
In another words, it is possible (somehow..) to get for example 95% prediction bounds/intervals to the regressed data, but how do I do the opposite, how do I get the "percentage" for a certain (x1, y1)?
The bigger picture (for those who are interested): I have two sets of data and two regression lines, and I have to decide to which data set the sample belongs to. Linear discriminant analysis is not an option here, but anything "ANCOVA with unequal slopes" would be interesting.