Hi, I am wondering if it is possible to get an estimate of standard error of
the predicted posterior probability from LDA using lda() from MASS? Logistic
regression using glm() would generate a standard error for predicted
probability with se.fit=T argument in predict(), so would it make sense to get
standard error for posterior probability from lda() and how?
Another question about standard error estimate from glm(): is it ok to
calculate 95% CI for the predicted probability using the standard error based
on normal apprximation, i.e. predicted_probability +/- 1.96 * standard_error?
Thanks
John
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