getting confidence intervals after lm fitting
On Thu, 22 Jan 2004, Yun-Fang Juan wrote:
After fitting with lm, I want to get the 95 % confidence intervals of the expected predicted value.
Of the predicted expected value, I assume?
I know in S-plus I can use pointwise() to get the confidence intervals . But in R, I couldn't find such a function. Is there any R package available for such functionalities.
No, but predict() in R does this for you. See ?predict.lm .
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595