Section 29 Estimates: Confidence Intervals


29.1 Estimates: Effects


\[ \large fm \leftarrow lm(SBP \sim BMI, \space data=BP) \]

\[ \large summary(fm) \]

\[ \large confint(fm) \]


Estimate Std. Error t value Pr(>|t|)
(Intercept) 36.2037 1.4801 24.4601 0
BMI 2.6323 0.0590 44.5940 0


2.5 % 97.5 %
(Intercept) 33.2956 39.1117
BMI 2.5163 2.7483


29.2 Explanation

Statistical Model

\[ \large y_{i} = \beta_0 + \beta_1 x_{i} + \epsilon_{i} \]


95% Confidence Interval

\[ \large CI_{0.95}(\hat \beta_1) = \left[ \hat\beta_1 \pm t_{0.025, df_{residual}} * SE(\hat\beta_1) \right]\]


95% Confidence Interval

\[ \large CI_{0.95}(\hat \beta_0) = \left[ \hat\beta_0 \pm t_{0.025, df_{residual}} * SE(\hat\beta_0) \right]\]