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...lm.R in stats package. In this function, we call predict.lm to compute the standard errors (line 51). The code of predict.lm (in lm.R) is very hard to understand. I wonder if there is any good reference and / documentation on this topic? the manual at http://www.nag.co.uk/numeric/cl/Manual/pdf/G02/g02gbc.pdfprovides a good overview of the method used in R, but there is no reference to standard errors... I suppose this topic have already raised in the past, but I found only this http://tolstoy.newcastle.edu.au/R/help/04/08/1762.html Thanks in advance Christophe [[alternative HTML version delete...