Hi all,I would like to know how to predict a new y value and its confidence interval for the prediction given a new observation x when using a linear(or non-linear) quantile regression model.How it is possible to transform the confidence prediction in to an interval prediction? Is it correct to assume the same as in a lineal model prediction to transform the confidence prediction into an interval prediction?Is there any code or package to do this? Here is a simple example. require(quantreg) x<-runif(10,0,5) y<-0.3+ x*05 + rnorm(10, 0,3) mod1<-lm(y~x) # Values to get predictions newval<-data.frame(x=c(3,7)) pred1<-predict(mod1, newval, interval = "prediction")# in lm is ok mod2<- rq(y~x, tau=0.95) pred2<-predict(mod2, newval, interval = "confidence") Many Thanks in advanceAngel [[alternative HTML version deleted]]