R help - Dec 2008 - interpretation of conf.type in predict.Design {Design}

Hi,

I am not quite sure how to interpret the differences in output when
changing conf.type from the default "mean" to "individual".
Are these
analogous to the differences between "confidence" and
"prediction"
intervals, as defined in predict.lm {stats} ?

Thanks in advance.

Dylan

Hi Dylan,

I haven't looked at the code for predict.Design or predict.lm, but I
think it's safe to assume that "mean" and "confidence"
refer to the
same concept, as do "individual" and "prediction".  
Here's my logic:

In general, confidence intervals refer to parameter estimates and
prediction intervals to predicted point values.  For the linear model,
the fitted line represents the estimated conditional "mean" of y given
the x-values and we form a "confidence" interval around it.  In this
case, our best "prediction" of any "individual" y-value
given the
x-values is also the fitted line.  However, upon repeated sampling the
fitted line will vary less than the observed y values at any given set
of x-values, and this is reflected in the fact that the confidence
interval is narrower than the prediction interval.

hth,

Kingsford Jones

On Wed, Dec 31, 2008 at 2:15 PM, Dylan Beaudette
<dylan.beaudette at gmail.com> wrote:
> Hi,
>
> I am not quite sure how to interpret the differences in output when
> changing conf.type from the default "mean" to
"individual". Are these
> analogous to the differences between "confidence" and
"prediction"
> intervals, as defined in predict.lm {stats} ?
>
> Thanks in advance.
>
> Dylan
>
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