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mylmsmodel
2009 Sep 08
1
Confident interval for nls predictions
...AS routines to maintain consistency. Because predict.nls does not provide se's for individual predictions, I have been using a method suggested on r-help previously (by P. Dalgaard) using deriv() and vcov(). Specifically,
se.fit<-sqrt(apply(gradient, 1, function(x)
sum(vcov(myNLSmodel)*outer(x,x))))
where I determine "gradient" by using deriv() and the points for which I am making the predictions. This works for predicting the confidence interval for the mean predicted Y, however, I need the confidence interval for the individual predicted Y. According to the stats t...