Obtaining standard deviation of a linear regression intercep

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Discussion Overview

The discussion revolves around obtaining the standard deviation of the intercept from a linear regression analysis in the context of normalizing measurements of two quantities, A and B. Participants explore error propagation techniques and the implications of their experimental design on the calculations of standard deviation and background correction.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant describes their experimental setup involving the normalization of quantity A by quantity B and seeks guidance on error propagation related to the intercept from a linear regression.
  • Another participant notes that the error on the intercept is correlated with the error on the slope, suggesting that changes in slope affect the intercept unless the measurements are centered on the y-axis.
  • A participant expresses confusion regarding the correct method for calculating the standard deviation of the ratio of means (mean(A)/mean(B)) after background subtraction, questioning the propagation of errors from the regression.
  • One participant critiques the clarity of the explanation provided, suggesting that a concrete example might help others understand the steps involved in the calculations.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the correct approach to error propagation and the calculation of standard deviations in this context. Multiple viewpoints and uncertainties remain regarding the relationship between quantities A and B and the implications for error calculations.

Contextual Notes

Participants highlight potential limitations in their understanding of how to apply error propagation techniques, particularly in relation to the degrees of freedom and the correlation between slope and intercept errors. There is also uncertainty about the implications of having multiple measurements for the dependent variable.

Roo2
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Hello,

I have an experiment that I'm trying to conduct where I measure quantity A and normalize by quantity B. I then want to report normalized quantity A with error bars showing standard deviation. Quantity B is obtained via a standard curve that I generated (8 data points measured once each as the independent variable, 8 data points measured 10x as the dependent variable). From this I performed a linear regression, and using Excel's LINEST function, obtained the standard errors of the slope and intercept.

I don't really care about the slope (since I'm normalizing I don't care what the true value of B is; I just need to make sure it's correct relative to the other samples). All I want to do is perform background correction by subtracting the intercept and performing the appropriate error propagation. However, for the error propagation I need the s.d. of the intercept, and LINEST gives me the s.e. For conversion, do I multiply the s.e. by the square root of the number of data points in the regression? Do I subtract 2 from N to account for the lost degrees of freedom? Does it matter that for each independent variable I have 10 measurements of the dependent variable (i.e. is my N going to be 80)?

Thanks for any advice!
 
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Check out this thread for expressions. Note that the error on the intercept is usually very strongly correlated to the error on the slope: unless the center of mass of the measurements is on the y axis, "wiggling the slope" changes the intercept.

[edit] note I changed the link to the thorough one that has the references in it.

My impression is LINEST returns the standard deviation for the intercept (but they do indeed call it the standard error).
 
Last edited:
Thanks! This was very informative.

If I may, I'd like to ask one more question that's related to this topic, but not necessarily to the subject line. Quantity B is related in a linear way to quantity A - the more quantity B there is, the more quantity A. When I measure these quantities for a sample treated under a given condition, I combine n measurements for A and n measurements for B, background subtract the mean of B according to the linear regression (propagating the STdev of the intercept along with the STDev of B), and then divide mean(A) by mean(B)subtracted, propagating the previously propagated STdev of B with the STDev of A.

However, I don't think I'm doing this correctly - A and B are related for each sample but not necessarily between samples, and mean(An)/mean(Bn) != mean(An/Bn). Given this, I'm a bit confused as to where I start calculating the deviation. The standard deviation of mean(An/Bn) should capture the variation of both quantity A and quantity B; however, B first needs to be background subtracted according to the linear regression. How do I propagate the error of the intercept from the regression, given that I apply it to n individual samples which are then pooled?

Thanks again.
 
Hope you can understand this is very hard to follow for a reader.
I can't make out what mean(B)subtracted could possibly be.
Perhaps better to post a new thread with a concrete case/example so people can follow your steps and give comment.
 

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