[jira] [Commented] (MATH-1260) SimpleRegression add new method: getPredictionStdErr(double x)

["Gilles (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-1260?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14704679#comment-14704679 ] 

Gilles commented on MATH-1260:
------------------------------

Since this request is tied to the answer to a usage question, please ask first on the "user" mailing list (prefixing the subject line of the post with "[Math]").  Thanks.


> SimpleRegression add new method: getPredictionStdErr(double x)
> --------------------------------------------------------------
>
>                 Key: MATH-1260
>                 URL: https://issues.apache.org/jira/browse/MATH-1260
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 3.5
>            Reporter: Patrick Drury
>
> I would like to be able to get the standard error of a predicted y value given an x value for a SimpleRegression instance.
> I believe (but I don't know) that it's as simple as something like the following:
> {code:java}
> public double getPredictionStdErr(double x) {
>     if( !hasIntercept ){
>         return Double.NaN;
>     }
>     return FastMath.sqrt(
>          getMeanSquareError() * ((1d / n) + ((xbar - x) * (xbar - x)) / sumXX));
> }
> {code}



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