R help - Feb 2012 - standard error for lda()

Hi, I am wondering if it is possible to get an estimate of standard error of the
predicted posterior probability from LDA using lda() from MASS? Logistic
regression using glm() would generate a standard error for predicted probability
with se.fit=T argument in predict(), so would it make sense to get standard
error for posterior probability from lda() and how?

Another question about standard error estimate from glm(): is it ok to calculate
95% CI for the predicted probability using the standard error based on normal
apprximation, i.e. predicted_probability +/- 1.96 * standard_error?

Thanks

John
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Hi, didn't hear any response yet. want to give it another try.. appreciate
any suggestions.

John


________________________________

To: "r-help@r-project.org" <r-help@r-project.org> 
Sent: Wednesday, February 8, 2012 12:11 PM
Subject: [R] standard error for lda()

Hi, I am wondering if it is possible to get an estimate of standard error of the
predicted posterior probability from LDA using lda() from MASS? Logistic
regression using glm() would generate a standard error for predicted probability
with se.fit=T argument in predict(), so would it make sense to get standard
error for posterior probability from lda() and how?

Another question about standard error estimate from glm(): is it ok to calculate
95% CI for the predicted probability using the standard error based on normal
apprximation, i.e. predicted_probability +/- 1.96 * standard_error?

Thanks

John
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