Dear R Developers, Prediction intervals for weighted regression are treated in Brown, P. J. (1994) Measurement, Regression and Calibration. Oxford on p. 35. However, the prediction interval for Z is not really spelled out in a way that would be accessible for me. So I give up on this. I find my proposed solution (further updated since my last mail) plausible, but I don't know and can't find enough theory to support it. http://www.uft.uni-bremen.de/chemie/ranke/r-patches/predict.lm.patch Ceterum censeo PR#8877 esse corrigendum. Johannes Ranke -- Dr. Johannes Ranke jranke at uni-bremen.de UFT Bremen, Leobenerstr. 1 +49 421 218 8971 D-28359 Bremen http://www.uft.uni-bremen.de/chemie/ranke