Page 148 - Applied Statistics with R
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148     CHAPTER 8. INFERENCE FOR SIMPLE LINEAR REGRESSION


                                 lines(speed_grid, dist_pi_band[,"lwr"], col = "dodgerblue", lwd = 3, lty = 3)
                                 lines(speed_grid, dist_pi_band[,"upr"], col = "dodgerblue", lwd = 3, lty = 3)
                                 points(mean(cars$speed), mean(cars$dist), pch = "+", cex = 3)




                                                            Stopping Distance vs Speed




                                     100



                                  Stopping Distance (in Feet)  50     +








                                     0





                                     -50
                                           5            10            15           20           25
                                                              Speed (in Miles Per Hour)



                                 Some things to notice:



                                    • We use the ylim argument to stretch the   -axis of the plot, since the bands
                                      extend further than the points.
                                    • We add a point at the point ( ̄  , ̄).
                                                                    
                                        – This is a point that the regression line will always pass through.
                                          (Think about why.)
                                        – This is the point where both the confidence and prediction bands are
                                          the narrowest. Look at the standard errors of both to understand
                                          why.

                                    • The prediction bands (dotted blue) are less curved than the confidence
                                                                                            2
                                      bands (dashed blue). This is a result of the extra factor of    added to
                                      the variance at any value of   .
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