On Mon, 20 Aug 2007, Vlad Skvortsov wrote:
> Hi!
>
> '?predict.lm' says that the prediction intervals returned by predict()
> are for single observation only. Is there a way to specify the desired
> number of observations to construct the interval for?
What it says in full is
The prediction intervals are for a single observation at each case
in 'newdata' (or by default, the data used for the fit) with error
variance(s) 'pred.var'.
I think you misunderstand: predict.lm returns a prediction interval for
each row of 'newdata'. The comment in part means that those intervals are
to be considered individually, and not as a joint prediction region for
all the future observations. If you want, say, a prediction interval for
the average of 10 indepedent observations at a case, use 'pred.var' to
specify the error variance.
--
Brian D. Ripley, [EMAIL PROTECTED]
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
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