Statistics - How to calculate 95% confidence interval

Question

I need little help. I have calculated the parameters with non linear estimation. Now, I need to calculate the 95% confidence interval for calculated parameters. How I can obtain the 95% confidence interval using Statistica for Windows ? Or any other recommendations how I can calculate the 95 % confidence interval.

Thanks in advance.

Answer 1

You can use excel, not sure how it is done in Statistica:

CONFIDENCE(alpha,std-dev,number)

In this case alpha is .05.

The result of that is added and subtracted to give you your interval.

Answer 2

The confidence intervals may not be well-defined, depending on the structure of the model. Simulation is the only general approach. You can get the variance/covariance matrix for the parameters though, and derive a confidence ellipse from that.