Using the builtin BOD data set try this:
predict(lm(demand ~., BOD), se.fit = TRUE)
On 10/17/06, Li Zhang <zhanglitt at yahoo.com>
wrote:>
> Y X Z
> 42.0 7.0 33.0
> 33.0 4.0 41.0
> 75.0 16.0 7.0
> 28.0 3.0 49.0
> 91.0 21.0 5.0
> 55.0 8.0 31.0
>
>
> data<-read.table("d.txt",header=TRUE)
> mod<-lm(data$Y~data$X+data$Z)
> predict(mod)
> 1 2 3 4 5 6
> 44.69961 34.22997 76.63735 29.32986 91.09000 48.01321
>
>
> In the lm, the predicted(fitted) Y_1_hat is 44.6991,
>
> is there a function to give me the variance of
> y_1_hat?
>
> Neither "anova" nor "summary" gives this value.
>
> Thank You
>
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