I have been wondering about this as well. In my case, I would like to create
confidence intervals for the predicted outputs in a logistic model. How does
predict.glm(...) calculate the standard errors for the prediction? I
haven't
been able to find a reference in Hosmer & Lemeshow' text (Applied
Logistic
Regression).
On Thu, 10 Aug 2000, you wrote:>
> Hi,
>
> I know this is not exactly an R question but may be someone will nice
enough
to give me a pointer. I'm using nnet to fit a non linear univariate
function. I
wonder if there is a way to estimate a confidence interval for the predicted
output beside using the residuals? The data set I use is relatively small and I
use only a few (5:10) of these as test set or should I say validation set. >
>
Thanks > > Yves >
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