Confidence Intervals for Slopes of Regression Lines (College Board AP® Statistics)
Study Guide
Written by: Mark Curtis
Reviewed by: Dan Finlay
t-interval for slope of regression line
What is a confidence interval for the population slope?
A confidence interval for the population slope is
a symmetric range of values centered about a sample slope
designed to capture the actual value of the population slope
Different samples generate different confidence intervals
e.g. a sample slope of 5 may have a confidence interval of (4.5, 5.5)
How do I calculate a confidence interval for the population slope?
The confidence interval for the population slope is given by
Where:
The sample slope, , is calculated from the sample or is given to you
The critical value is the relevant t-value at degrees of freedom
The critical value depends on the confidence level C%
If is known in the population least-squares regression line, , then degrees of freedom are used
The standard error of the sample slope, , is an estimate of the population standard deviation from the data
Examiner Tips and Tricks
The general formula for confidence intervals (including a table of standard errors) is given in the exam: .
You will need to apply it appropriately using the sample slope and the standard error of the sample slope.
How do I read output information on regression from a computer?
The formulas for regression with slopes are complicated to use in practice
Computers are often used to calculate these quantities instead
You may be given computer output information from a sample, as follows:
Predictor | Coef | SE Coef | T | P |
---|---|---|---|---|
Constant | 33.243 | 4.436 | 7.49 | 0.000 |
[x-variable name] | 1.1356 | 0.3421 | 3.32 | 0.004 |
S = 7.35829 | R-Sq = 35.2 % | R-Sq (adj) = 32.1 % |
The above computer output says
the sample least-squares regression line is
This gives the sample slope, , needed for the confidence interval
the standard error of the sample slope, , is 0.3421
This gives the standard error, , needed for the confidence interval
do not confuse with , which is an estimate for the standard deviation of population residuals (the standard error of the residuals)
Examiner Tips and Tricks
Make sure you know how to find the standard error of the sample slope from any computer output given in the exam (do not use the row for the 'constant' term!).
What are the conditions for a confidence interval for the population slope?
When calculating a t-interval for a population slope, you must show that it meets the following conditions:
The relationship between and must be linear
Look for randomness in a population residual plot
The standard deviation of the -values (responses), , cannot vary with
Check on a population residual plot that the lengths (vertical heights) of residuals stay roughly the same as increases horizontally
The residuals are independent
by verifying that data is collected by random sampling
or random assignment (in an experiment)
and, if sampling without replacement, showing that the sample size is less than 10% of the population size
For a given value of , the responses (-values) follow an approximate normal distribution
A population residual plot should show residuals evenly spread either side of the horizontal zero line
There should be more points in the inner horizontal band (either side of the zero line) and fewer points in the outer horizontal bands
If the sample size is , the distribution of responses (-values) should have no strong skew and no outliers
Look at a population residual plot to see if there is a bias (skew) to one side of the horizontal zero line) and look for outliers
What is the margin of error?
The margin of error is the half-width of the confidence interval
The confidence interval is
The total width of a confidence interval is
You may be given an interval and asked to calculate its margin of error
or another value, such as
This involves forming and solving an equation
Examiner Tips and Tricks
You need to know that the width of a confidence interval increases as the confidence level increases, whereas it decreases as the sample size increases!
How do I interpret a confidence interval for a population slope?
You must conclude calculations of a confidence interval by referring to the context
Start by saying 'we can be C% confident that the interval from [lower limit] to [upper limit]...'
using the limits from the confidence interval
then end with it capturing the population slope in context
e.g. 'captures the actual population slope from the population least-squares regression line relating the time taken by students in the school to run 100 m to the score on their reaction test'
How do I use confidence intervals to justify a claim about a population slope?
If a population slope is claimed to be a specific value
check if that value lies in your confidence interval
If it does, the sample data provides sufficient evidence that the population slope is that value
If it does not, the sample data does not provide sufficient evidence that the population slope is that value
Look out for confidence intervals that include zero, 0
A slope of zero suggests that does not depend in any way on
Worked Example
An ecologist takes a random sample of 26 ferns, measuring their distances from a volcanic crater, kilometers, and their heights, centimeters. The results from a computer analysis of the sample are shown below.
Predictor | Coef | SE Coef | T | P |
---|---|---|---|---|
Constant | 33.243 | 4.436 | 7.49 | 0.000 |
Distance | 1.1356 | 0.3421 | 3.32 | 0.004 |
S = 7.35829 | R-Sq = 35.2 % | R-Sq (adj) = 32.1 % |
Construct a 95% confidence interval for the slope of the population regression line relating distance from the volcanic crater to fern height. You may assume all conditions for inference are met.
Answer:
State the type of test being used and verify that the conditions for the test are met
The correct inference procedure is a t-interval for a slope with a 95% confidence level
It is assumed in the question that all conditions for inference are met
Define the population parameter, , for which you are constructing an interval
Let be the slope of the population regression line relating distance from the volcanic crater, kilometers, to fern height, centimeters
List the sample size, , the sample slope, (from the table), and the standard error of the sample slope, (from the table)
State the degrees of freedom, using
dof = 26 - 2 = 24
Using the t-table, find the t-value (critical value) for the sample slope using 24 degrees of freedom and a confidence level of 95%
Remember that a confidence level of 95% is 5% in both tails combined, so use 2.5% for a single tail in the table (the row 'Confidence level C' at the bottom of the t-tables helps)
t-value = 2.064
Using the formula from the formula sheet, , calculate the confidence interval
State the confidence interval
Explain the confidence interval in the context of the question
We can be 95% confident that the interval from 0.430 to 1.842 captures the actual value of the slope of the population regression line relating distance from the volcanic crater, kilometers, to fern height, centimeters
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