My conception of prediction intervals is the following:
"a prediction interval gives an interval within which we expect next y_i
to lie with a specified probability"
So when using predict() for my model:
predict(fit4, interval="prediction")[1:20,]
I get:
fit lwr upr
1 491.1783 381.3486 601.0081
2 515.4883 405.7128 625.2638
3 581.5957 447.9569 715.2344
4 522.4979 412.5086 632.4872
5 604.6008 492.2796 716.9221
6 520.2881 410.3108 630.2655
7 620.7379 507.9045 733.5713
8 621.0925 505.8731 736.3119
9 527.1810 417.2760 637.0859
10 519.4651 406.1622 632.7680
11 622.0051 512.0082 732.0021
12 536.6924 424.3415 649.0434
13 504.8618 394.9034 614.8202
14 545.5920 433.6530 657.5309
15 475.6153 362.4383 588.7923
16 462.5341 350.6090 574.4593
17 559.0888 448.1212 670.0564
18 544.0051 432.0583 655.9519
19 471.1450 355.2377 587.0523
20 604.3028 470.6925 737.9130
Now since the prediction interval gives the interval within which the
_next_ y_i will fall, then how to read the above results? Does the
previous row's "lwr" and "upr" refer to the next
row's "fit"'s interval?
Rolf Turner
2016-Oct-15 20:46 UTC
[R] How to read prediction intervals given by predict()?
On 16/10/16 04:24, mviljamaa wrote:> My conception of prediction intervals is the following: > > "a prediction interval gives an interval within which we expect next y_i > to lie with a specified probability" > > So when using predict() for my model: > > predict(fit4, interval="prediction")[1:20,] > > I get: > > fit lwr upr > 1 491.1783 381.3486 601.0081 > 2 515.4883 405.7128 625.2638 > 3 581.5957 447.9569 715.2344 > 4 522.4979 412.5086 632.4872 > 5 604.6008 492.2796 716.9221 > 6 520.2881 410.3108 630.2655 > 7 620.7379 507.9045 733.5713 > 8 621.0925 505.8731 736.3119 > 9 527.1810 417.2760 637.0859 > 10 519.4651 406.1622 632.7680 > 11 622.0051 512.0082 732.0021 > 12 536.6924 424.3415 649.0434 > 13 504.8618 394.9034 614.8202 > 14 545.5920 433.6530 657.5309 > 15 475.6153 362.4383 588.7923 > 16 462.5341 350.6090 574.4593 > 17 559.0888 448.1212 670.0564 > 18 544.0051 432.0583 655.9519 > 19 471.1450 355.2377 587.0523 > 20 604.3028 470.6925 737.9130 > > Now since the prediction interval gives the interval within which the > _next_ y_i will fall, then how to read the above results? Does the > previous row's "lwr" and "upr" refer to the next row's "fit"'s interval?(a) This is really off-topic since it's more of a statistics question than an R question. (b) Your understanding of prediction intervals is incorrect and confused. A 95% (for example) prediction interval will contain a *new* independent observation of y, at the same predictor value(s) with probability 0.95. Get your hands on an elementary statistics textbook and read it! cheers, Rolf Turner -- Technical Editor ANZJS Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276
Jeff Newmiller
2016-Oct-15 21:01 UTC
[R] How to read prediction intervals given by predict()?
No, you need to specify the inputs corresponding to the next value in order to obtain a production for that point. Read ?predict.lm or whatever function is appropriate for your model about the newdata argument. -- Sent from my phone. Please excuse my brevity. On October 15, 2016 8:24:35 AM PDT, mviljamaa <mviljamaa at kapsi.fi> wrote:>My conception of prediction intervals is the following: > >"a prediction interval gives an interval within which we expect next >y_i >to lie with a specified probability" > >So when using predict() for my model: > >predict(fit4, interval="prediction")[1:20,] > >I get: > > fit lwr upr >1 491.1783 381.3486 601.0081 >2 515.4883 405.7128 625.2638 >3 581.5957 447.9569 715.2344 >4 522.4979 412.5086 632.4872 >5 604.6008 492.2796 716.9221 >6 520.2881 410.3108 630.2655 >7 620.7379 507.9045 733.5713 >8 621.0925 505.8731 736.3119 >9 527.1810 417.2760 637.0859 >10 519.4651 406.1622 632.7680 >11 622.0051 512.0082 732.0021 >12 536.6924 424.3415 649.0434 >13 504.8618 394.9034 614.8202 >14 545.5920 433.6530 657.5309 >15 475.6153 362.4383 588.7923 >16 462.5341 350.6090 574.4593 >17 559.0888 448.1212 670.0564 >18 544.0051 432.0583 655.9519 >19 471.1450 355.2377 587.0523 >20 604.3028 470.6925 737.9130 > >Now since the prediction interval gives the interval within which the >_next_ y_i will fall, then how to read the above results? Does the >previous row's "lwr" and "upr" refer to the next row's "fit"'s >interval? > >______________________________________________ >R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide >http://www.R-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code.