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Topic: Lin. regression, probability that a sample belongs to the data set?
Replies: 6   Last Post: Aug 14, 2014 9:13 PM

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Tikkuhirvi Tietavainen

Posts: 99
Registered: 4/22/08
Lin. regression, probability that a sample belongs to the data set?
Posted: Aug 12, 2014 6:10 AM
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Hi all.

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.

Thank You.

Aino



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