Dear all,
I am interested to calculate confidence interval for fitted values in general
for non-linear regressions. Lets say we have y=f(x1,x2,..xN) where f() is a
non-linear regression. I would like to calculate a confidence interval for new
prediction f(a1,..,aN). I am aware of techniques for calculating confidence
intervals for coeffiecients in specific non-linear regressions and with them
then to calculate confidence interval for the predicted value. However, I am
interested to find if there is any unique approach, maybe using bootstrap, which
can be used on f() where f() is kind of black box.
Any references to the literature or R packages would be very welcome.
Thanks in advance.
DK
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Damjan Krstajic
Director
Research Centre for Cheminformatics
Belgrade, Serbia
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