[Gretl-users] Re: Regression line with confidence interval
On Tue, Oct 3, 2023 at 3:57 AM Artur T. <atecon(a)posteo.de> wrote:
I am pretty sure there is a functionality (built-in or part of some
package) to draw a regression line jointly with a confidence interval
similar to this one:
https://i.stack.imgur.com/GK4K0m.png
I expect it's the bandplot package you have in mind. It has a GUI hook
under the Graphs menu in the model results window: "Confidence band
plot". As stated in the GUI help, the band is for the conditional mean
of the dependent variable and incorporates parameter uncertainty.
Allin
