lm's "predict" function offers an "interval" parameter to choose between 'confidence' and 'prediction' bands. In the package "robust" and for "lmRob", there is also a "predict" but it lacks such a parameter, and the documented "type" parameter has only "response" offerred. Is there some way of obtaining prediction bands from lmRob? Is there an alternative robust (linear) regression package that offers such a capability?
Thanks for any and all help.
- Jan Galkowski, Akamai Technologies, Cambridge, MA.