A confidence interval estimate for the expected value of y will always be wider than the prediction interval for the same given value of x and the same confidence level.

Question

Quizplus · Accepted Answer

A confidence interval estimate for the expected value of y gives a range of plausible values for the mean response of y for a given value of x, whereas a prediction interval gives a range of plausible values for a single observation of y for that same value of x. Since a prediction interval includes the variability of both the expected value of y and the variability of individual observations around that expected value, it will always be wider than a confidence interval estimate that only considers the expected value of y.

A Confidence Interval Estimate for the Expected Value of Y