confidence interval in "predict.lm"
On Fri, 15 Nov 2002, Fred Mellender wrote:
I am studying statistics using R and a book "Understandable Statistics", by Brase and Brase. The book has two worked examples for calculating a confidence interval around a predicted value from a linear model.
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The book gives the confidence interval as 26.5 <= y <= 39.5. The book defines the confidence interval calculation thus: yp - E <= y <= yp + E Where E = tc*sC *sqrt(1 + 1/n + (x-xBar)^2/SSx)
You asked R for a confidence interval for the predicted mean at x. If you want a prediction interval at x you need interval="prediction" not interval="confidence". -thomas -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._