# Confidence Interval for Linear Regression

Assume that the error term ϵ in the linear regression model is independent of x, and is normally distributed, with zero mean and constant variance. For a given value of x, the interval estimate for the mean of the dependent variable, , is called the confidence interval.

#### Problem

In the data set faithful, develop a 95% confidence interval of the mean eruption duration for the waiting time of 80 minutes.

#### Solution

We apply the lm function to a formula that describes the variable eruptions by the variable waiting, and save the linear regression model in a new variable eruption.lm.

> attach(faithful)     # attach the data frame
> eruption.lm = lm(eruptions ~ waiting)

Then we create a new data frame that set the waiting time value.

> newdata = data.frame(waiting=80)

We now apply the predict function and set the predictor variable in the newdata argument. We also set the interval type as "confidence", and use the default 0.95 confidence level.

> predict(eruption.lm, newdata, interval="confidence")
fit    lwr    upr
1 4.1762 4.1048 4.2476
> detach(faithful)     # clean up