[R] heteroscedastic bivariate distribution with linear regression - prediction interval

2011-11-02 Thread Vern
Dear forum,

which is the most suitable method to get the prediction interval of a
bivariate normal distribution which is consistent with a linear model y = ax
+ b?

I assume it is gls + predict. Am I correct? I'm rather new to R. 
Is there some reliable sample code for that problem?

Thank you
best regards

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[R] Single line command for variance of marginal distribution in 2 D linear regression?

2011-10-31 Thread Vern
Dear forum,

we have a 2 dimensional normal distribution of (x, y) which is consistent
with a linear regression modell of type

y = ax + b.

It has a heteroscedastic variance.

Is there a straight and simple way with R to get the variance of the
marginal distribution W(y|x=xi) where xi may be randomly chosen? Maybe a
single line command?

Thank you
best regards


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