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Regression - Confidence Interval Calculation
michaelgloven
There is a new chart in RapidMiner Go showing actuals vs. predictions and a confidence interval. How is CI & margin of error calculated? Is it based on standard error of all the coefficients at 95% confidence level? Just looking for the underlying math. thanks!
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itenger
Hi Michael,
RapidMiner Go draws the 95% confidence interval based on the absolute error variance returned by the Performance(Regression) operator in Studio Core. The operator is documented here:
https://docs.rapidminer.com/latest/studio/operators/validation/performance/predictive/performance_regression.html
If you want to know exactly how that variance is calculated we need to loop in a data scientist like
@mschmitz
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sgenzer
hi
@michaelgloven
I've pinged the RM Go team internally to get an answer for you.
Scott
michaelgloven
thanks Scott, looking forward to their reply.
itenger
Hi Michael,
RapidMiner Go draws the 95% confidence interval based on the absolute error variance returned by the Performance(Regression) operator in Studio Core. The operator is documented here:
https://docs.rapidminer.com/latest/studio/operators/validation/performance/predictive/performance_regression.html
If you want to know exactly how that variance is calculated we need to loop in a data scientist like
@mschmitz
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