statsmodels.genmod.generalized_linear_model.PredictionResultsMean.conf_int

PredictionResultsMean.conf_int(method='endpoint', alpha=0.05, **kwds)[source]

Confidence interval for the predicted value.

This is currently only available for t and z tests.

Parameters:
method{“endpoint”, “delta”}

Method for confidence interval, “m If method is “endpoint”, then the confidence interval of the linear predictor is transformed by the prediction function. If method is “delta”, then the delta-method is used. The confidence interval in this case might reach outside the range of the prediction, for example probabilities larger than one or smaller than zero.

alphafloat, optional

The significance level for the confidence interval. ie., The default alpha = .05 returns a 95% confidence interval.

kwdsextra keyword arguments

currently ignored, only for compatibility, consistent signature

Returns:
cindarray, (k_constraints, 2)

The array has the lower and the upper limit of the confidence interval in the columns.


Last update: Mar 18, 2024