A confidence interval may be constructed for the mean response y for a given value of x. The confidence interval takes the form point estimate ± margin of error, where the point estimate is ˆy.
A prediction interval may be constructed for a random value of y for a given value of x. This prediction interval is similar to the confidence interval for the mean response y, except that the margin of error is always larger. Thus, the prediction interval is always wider than the confidence interval.