Hello,
I'm working on a univariate linear regression problem with a moderate
amount of data (65 points). Now, I know how to calculate the standard
error for a single prediction (given that all the usual assumptions
are satisfied).
My question is, with this moderate amount of data, is there any way I
can check how accurate is the confidence interval for a single
prediction? Does a "leave-one-out" procedure offer any insight?
If someone could point me to a reference I'd be very grateful.
Robert
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