MATLAB: Confint and predint bounds trouble

boundsconfintMATLABstatistics

Hi, I'm having trouble understanding how confint and predint work. I thought that since predint takes into account the uncertanty of a predicted measurement, the predint bounds would be broader than the confint bounds (for the same confidence level, i.e. 95%). But whenever I fit simple data and I draw the confint bounds I find them broader than the predint bounds (for any type of bounds.). So what is it that I'm missing out?

Best Answer

  • CONFINT returns confidence intervals for the parameters. So if you fit y=a+b*x, you get confidence intervals for a and b.
    PREDINT returns confidence intervals for predicted values. So if you supply x values x1,x2,x3, you get confidence intervals for the three quantities a+b*x1, a+b*x2, and a+b*x3.
    There are options that allow PREDINT to produce either of the two things you describe in your question. You can use those options to get confidence intervals for either the curve at x=x2, or a new observation y2 taken at x=x2.