Hi Pantelis,

sorry, I cannot help you on that. I haven't used regression too much, so far.
Try asking your question at the weka mailing list, they will certainly help you.

Regards,
Martin


On Tue, Mar 23, 2010 at 5:18 PM, chung <chvng at mail.ntua.gr> wrote:
> Hi Martin,
>  Indeed weka supports calculation of such probability estimates, but is
> it possible to obtain some confidence interval estimation for a
> regresssion model, i.e. upper and lower bounds imposed on the predicted
> value for a given confidence level. I haven't found such an option
> yet...
>
> Regards,
> Pantelis
>
> On Tue, 2010-03-23 at 16:43 +0100, Martin Guetlein wrote:
>> Dear Harry, All,
>>
>> WEKA computes a propability distribution for each instance when
>> performing classification. I couldn't find any documentation in the
>> manual, here is what I know:
>>
>> The distribution depends on the classifier, and is supported by some
>> non-probabilistic classifiers as well (e.g. Nearest Neighbor, the
>> distribution corresponds to the numbers of neighbors for each class).
>> Other classifiers that do not support any confidence/probability (e.g.
>> SMO) simply return 1 for the predicted class value, 0 for the other
>> class values.
>>
>> Using the command line you can use -p to output the distribution
>> instead of the predicted class.
>>
>> When using the Java API:
>>
>> Evaluation evaluation = new Evaluation( trainDataset );
>> evaluation.evaluateModel( classifier, testDataset );
>> for (int i = 0; i < evaluation.predictions(); i++) {
>>   NominalPrediction prediction = (NominalPrediction)
>> evaluation.predictions().elementAt(i);
>>   double[] distribution = prediction.distribution();
>> }
>>
>> Best regards,
>> Martin
>>
>>
>> On Tue, Mar 23, 2010 at 2:57 PM, Haralambos Sarimveis
>> <hsarimv at central.ntua.gr> wrote:
>> > Hello Martin,
>> >
>> >
>> >
>> > You mentioned during yesterday’s discussion that all WEKA algorithms can
>> > produce confidence intervals for the predictions. Can you please give some
>> > reference?
>> >
>> >
>> >
>> > Best regards,
>> >
>> > Harry
>> >
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>> > The message was checked by ESET Smart Security.
>> >
>> > http://www.eset.com
>> >
>>
>>
>>
>
>
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-- 
Dipl-Inf. Martin Gütlein
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