Relative Prediction Variance

The calculation of the relative prediction variance for a designed experiment is provided below. Consider the following notation:

X

Model matrix. See Model Matrix. Custom designs provide a script that shows the model matrix. See Save X Matrix.

σ2

Error variance.

Vector of least squares estimates of the parameters.

The ith row of X.

Using this notation, the predicted response for the ith row of X is given by:

The variance of the prediction for ith row of X is given by:

and the relative prediction variance is given by:

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