A regression model is used to predict an individual's y given x.
Which is wider — a confidence interval for mean y at x or a prediction interval for an individual y at x?
- A
Confidence interval is wider
- Bcheck_circle
Prediction interval for an individual is wider
- C
It depends on slope sign
- D
They are the same width
Explanation
PI for an individual includes additional residual variability beyond the mean estimate, so PI is always wider than CI for the mean.