R help - Feb 2004 - variances of values predicted using a lm object

Hi,
  is there a function in R that will give me the variances of a
predicted values obtained using predict.lm().

If no function is available I would need to calculate them myself -
which involves taking the inverse of X'X (' indicating transpose)
where X is my model matrix. I know that calculating an inverse directly
is not a good idea in general - could anybody suggest a way around this?

Thanks,

-------------------------------------------------------------------
Rajarshi Guha <rxg218 at psu.edu> <http://jijo.cjb.net>
GPG Fingerprint: 0CCA 8EE2 2EEB 25E2 AB04 06F7 1BB9 E634 9B87 56EE
-------------------------------------------------------------------
If you believe in telekinesis, raise my hand.

Rajarshi Guha wrote:
> Hi,
>   is there a function in R that will give me the variances of a
> predicted values obtained using predict.lm().
> 
> If no function is available I would need to calculate them myself -
> which involves taking the inverse of X'X (' indicating transpose)
> where X is my model matrix. I know that calculating an inverse directly
> is not a good idea in general - could anybody suggest a way around this?
> 
> Thanks,
> 
 From ?predict.lm:

<quote>
Details:

      'predict.lm' produces predicted values, obtained by evaluating the
      regression function in the frame 'newdata' (which defaults to
      'model.frame(object)'.  If the logical 'se.fit' is
'TRUE',
      standard errors of the predictions are calculated.
</quote>

Is this what you need?

-sundar

In case you haven't read ?predict.lm, please do, and if you did, please do
it yet again.  Look for the `se.fit' and `interval' arguments.

Andy
> From: Rajarshi Guha
> 
> Hi,
>   is there a function in R that will give me the variances of a
> predicted values obtained using predict.lm().
> 
> If no function is available I would need to calculate them myself -
> which involves taking the inverse of X'X (' indicating transpose)
> where X is my model matrix. I know that calculating an 
> inverse directly
> is not a good idea in general - could anybody suggest a way 
> around this?
> 
> Thanks,
> 
> -------------------------------------------------------------------
> Rajarshi Guha <rxg218 at psu.edu> <http://jijo.cjb.net>
> GPG Fingerprint: 0CCA 8EE2 2EEB 25E2 AB04 06F7 1BB9 E634 9B87 56EE
> -------------------------------------------------------------------
> If you believe in telekinesis, raise my hand.

------------------------------------------------------------------------------
Notice:  This e-mail message, together with any attachments,...{{dropped}}