Linear regression confidence intervals in SQL

Answer 1

Try this site and scroll down to the middle. For each point of your best fit line, you know your Z, your sample size, and your std Deviation.

http://www.stat.yale.edu/Courses/1997-98/101/confint.htm

Answer 2

@PowerUser: He needs to use the equations for two-variable setups, not for one-variable setups.

Matt: If I had my old Statistics textbook with me, I'd be able to tell you what you want; unfortunately, I don't have it with me, nor do I have my notes from my high school statistics course. On the other hand, from what I remember it may only have had stuff for the confidence interval of the regression line's slope...

Anyway, this page will hopefully be of some help: http://www.stat.yale.edu/Courses/1997-98/101/linregin.htm.

Answer 3

An equation for confidence interval width as f(x) is given here under "Confidence Interval on Fitted Values"

http://www.weibull.com/DOEWeb/confidence_intervals_in_simple_linear_regression.htm

The page walks you through an example calculation too.

Answer 4

Have you looked into the MySQL UDF functions?