Design of Experiments Guide > Technical Details > Relative Prediction Variance
Publication date: 03/23/2021

Relative Prediction Variance

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.

Equation shown here

Vector of least squares estimates of the parameters.

Equation shown here

The ith row of X.

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

Equation shown here

The relative prediction variance at the settings defined by Equation shown here is given by:

Equation shown here

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