RUsers:
Just confirming, does predict function with interval="prediction"
option gives prediction interval or tolerance interval?. Sorry for reposting
this question.
Thanks in advance
Sachin
David Barron <mothsailor@googlemail.com> wrote:
Sorry, I think I may have mislead you; the documentation describes these
rather ambiguously as "prediction (tolerance) intervals", but having
done some comparisons with other software I believe they are what most of us
call prediction intervals after all!
On 15/09/06, Sachin J <sachinj.2006@yahoo.com> wrote: If its true
then how do I find prediction interval.?
Thanx in advance.
Sachin
David Barron < mothsailor@googlemail.com> wrote:
I believe it is a tolerance interval
On 15/09/06, Sachin J <sachinj.2006@yahoo.com> wrote: David,
Thanks for the quick reply.
Just confirming, does
predict(s.lm,data.frame(x=30000),interval="prediction") gives
prediction interval or tolerance interval?
Thanks
Sachin
David Barron <mothsailor@googlemail.com > wrote:
> predict(s.lm,data.frame(x=30000),interval="prediction")
fit lwr upr
[1,] 16073985 -9981352 42129323> predict(s.lm,data.frame(x=30000),interval="confidence")
fit lwr upr
[1,] 16073985 5978125 26169846
On 15/09/06, Sachin J <sachinj.2006@yahoo.com> wrote: Hi,
1. How do I construct 95% prediction interval for new x values, for example -
x = 30000?
2. How do I construct 95% confidence interval?
my dataframe is as follows :
>dt
structure(list(y = c(26100000,
60500000, 16200000, 30700000, 70100000, 57700000, 46700000, 8600000,
10000000, 61800000, 30200000, 52200000, 71900000, 55000000, 12700000
), x = c(108000, 136000, 35000,
77000, 178000, 150000, 126000, 24000, 28000, 214000, 108000,
190000, 308000, 252000, 71000)), .Names = c("y",
"x"), class = "data.frame", row.names = c("1",
"2", "3", "4", "5", "6",
"7", "8", "9", "10", "11",
"12", "13",
"14", "15"))
my regression eqn is as below:
> s.lm <- lm(y ~ x)
Thanks in advance.
---------------------------------
[[alternative HTML version deleted]]
______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
================================David Barron
Said Business School
University of Oxford
Park End Street
Oxford OX1 1HP
---------------------------------
--
================================David Barron
Said Business School
University of Oxford
Park End Street
Oxford OX1 1HP
---------------------------------
--
================================David Barron
Said Business School
University of Oxford
Park End Street
Oxford OX1 1HP
---------------------------------
[[alternative HTML version deleted]]