Message-ID: <A5ACB5B943D55E459C74B67E684A6CE90145A3EB@MAVS1.kendall.corp.akamai.com>
Date: 2009-04-08T15:32:03Z
From: Galkowski, Jan
Subject: predict "interval" for lmRob?
In-Reply-To: <mailman.30.1239184807.23990.r-help@r-project.org>
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.