The 99% confidence interval for the y-intercept is:
b₀ ± 2.626931094814024 * SE(b₀)
Assuming the conditions of the linear model hold, a 99% confidence interval for the y-intercept can be constructed using the following formula
b₀ ± t критическое значение * SE(b₀)
where:
b₀ is the estimated y-intercept
t критическое значение is the critical value from the t-distribution with degrees of freedom df and a confidence level of 0.99
SE(b₀) is the standard error of the y-intercept
The degrees of freedom for the critical value is df = n - 2, where n is the sample size.
For example, if the sample size is n = 100, then the degrees of freedom is df = 100 - 2 = 98. The critical value for a 99% confidence interval with df = 98 is t критическое значение = 2.626931094814024.
Therefore, the 99% confidence interval for the y-intercept is:
b₀ ± 2.626931094814024 * SE(b₀)