I want to get a confidence interval of the result of a linear regression. I'm working with the boston house price dataset. I've found this question: How to calculate the 99% confidence interval for the slope in a linear regression model in python? However, this doesn't quite answer my question. Here is my code: import numpy as np import matplotlib.pyplot as plt from math import pi import pandas as pd import seaborn as sns from sklearn.datasets import load_boston from sklearn.model_selection import train_test_split from sklearn.linear_model import LinearRegression from sklearn.metrics import mean_squared_error, r2_score # import the data boston_dataset = load_boston() boston = pd.DataFrame(boston_dataset.data, columns=boston_dataset.feature_names) boston['MEDV'] = boston_dataset.target X = pd.DataFrame(np.c_[boston['LSTAT'], boston['RM']], columns=['LSTAT', 'RM']) Y = boston['MEDV'] # splits the training and test data set in 80% : 20% # assign random_state to any value.This ensures consistency. X_train, X_test, Y_train, Y_test = train_test_split(X, Y, test_size=0.2, random_state=5) lin_model = LinearRegression() lin_model.fit(X_train, Y_train) # model evaluation for training set y_train_predict = lin_model.predict(X_train) rmse = (np.sqrt(mean_squared_error(Y_train, y_train_predict))) r2 = r2_score(Y_train, y_train_predict) # model evaluation for testing set y_test_predict = lin_model.predict(X_test) # root mean square error of the model rmse = (np.sqrt(mean_squared_error(Y_test, y_test_predict))) # r-squared score of the model r2 = r2_score(Y_test, y_test_predict) plt.scatter(Y_test, y_test_predict) plt.show() How can I get, for instance, the 95% or 99% confidence interval from this? Is there some sort of in-built function or piece of code? Continue reading...