[Thread Prev][Thread Next][Index]

Re: Re: [ferret_users] Trend error and significance



Hello,

the error of the linear trend can be calculated after "yes? go regresst".
The equation of the linear trend line is
yes? let line=slope*p+intercep
and the actual variable is q, then the error of the line is
yes? let error=line-q

Some calculations, like variance, average of the error could be done as well.

Peter

On Mon, Aug 10, 2009 at 11:17 AM, siva <sivamtech07@xxxxxxxxxxxxxx> wrote:
Hi Peter Szabo and yangxing zheng,

Thank you for your help..

Both of your replies are for trend significance..

I need to findout trend error also...

Thank you in advance

Cheers...

On Fri, 07 Aug 2009 22:10:20 +0530 wrote

>Hi Siva, I think David Wang has provided a method that posted couple months ago. I copy the message for you, as shown below:-------------------------------------------BTW, there is a caveat that the approximation of 95% confidence interval by "two sigma" can only be used when the degree of freedom is sufficient large. This student's t-table makes it clear (t = slope/sigmab).
http://www.ncsu.edu/chemistry/resource/t-table.htmlD.On Thu, Mar 5, 2009 at 7:08 PM, David Wang wrote:
Hi Ferreters,I recently wanted to calculate the 95% confidence interval for a linear regression
by the way of regresst.jnl, and found it's quite straightforward. There
is a question on this in the archive that remains unanswered (http://www.pmel.noaa.gov/maillists/tmap/ferret_users/fu_2006/msg00428.html). So I put forth my two cents here risking everybody has already known it.

The idea is that 95% confidence interval is about "two sigma" (http://en.wikipedia.org/wiki/Uncertainty#Measurements). So the problem boils down to estimating the sampling standard deviation of the regression slope. Following Wilks's book (statistical methods in atmospheric science, chapter 6.2), the sampling distribution
for slope is Gaussian and its sampling standard deviation is given in
the equation 6.18b. In Ferret, after regresst.jnl, issue the following
two commands:

let sigmab = ((qvar/pvar-slope*slope)/(ones[t=@sum]-2))^0.5And

the 95% error bar is 2*sigmab. If the confidence interval at a
different significance level (say, 90%) is desirable, one can simply go
to the lookup table for the t-test and figure out how many "sigma" s/he
needs.

HTH,D.----------------------------------------------------------------------------------- On Fri, 8/7/09, siva wrote:From: siva Subject: [ferret_users] Trend error and significanceTo: ferret_users@xxxxxxxxxxxx: Friday, August 7, 2009, 9:04 PMHi all,


I want to do trend analysis.

Actually i am able to get trend of a particular variable, using regresst.jnl. But there is no variable inside this JNL, defining trend error and confidence level of the trend.

Is there any function/JNL for getting these?

Thanks in advance..

RegardsS.Siva Reddy

Senior Research Fellow
UCESS/INCOIS
University of Hyderabad
Hyderabad
Mob:9908248120




S.Siva Reddy
Senior Research Fellow
UCESS/INCOIS
University of Hyderabad
Hyderabad
Mob:9908248120


[Thread Prev][Thread Next][Index]

Contact Us
Dept of Commerce / NOAA / OAR / PMEL / TMAP

Privacy Policy | Disclaimer | Accessibility Statement