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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.


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