Can not get a prediction interval from Predict
?predict.glm has no "interval" argument. Perhaps you're thinking of
?predict.lm, which is different.
To get intervals in glm, I've used:
example(predict.glm)
pr <- predict(budworm.lg, se.fit = TRUE)
family <- family(budworm.lg)
lower <- family$linkinv(pr$fit - qnorm(0.95) * pr$se.fit)
upper <- family$linkinv(pr$fit + qnorm(0.95) * pr$se.fit)
Note that these are "confidence" limits and not "prediction" limits.
The latter would require more thought.
You could also try RSiteSearch("glm interval").
HTH,
--sundar
On Tue, Mar 31, 2009 at 9:58 AM, Taylor Davis
<taylor.davis at klasresearch.com> wrote:
I am trying to get a prediction interval from a glm regression. With newdat being my set of values to be fitted, and glmreg the name of my regression, I am using the following code. predict(glmreg, newdat, se.fit = TRUE, interval = "confidence", level = 0.90) The problem is that I am only getting the standard error and the fitted value, not a prediction interval. Any help would be great! Thanks so much.
_______________________________ TAYLOR DAVIS??? | KLAS taylor.davis at KLASresearch.com? ??|? ??801.734.6279 ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.