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1997 Aug 18
1
R-beta: bug report
...redictors")
predictor <- X %*% object$coef
ip <- real(NROW(X))
sum1_summary(object)
covmat_sum1$cov.unscaled*sum1$sigma^2
for (i in (1:NROW(X))) ip[i] <- sum(X[i, ] *
(covmat %*% X[i, ]))
stderr1 <- sqrt(ip)
stderr2 <- sqrt(sum1$sigma^2 + ip)
tt <- qt(0.975, object$df)
conf.l <- predictor - tt * stderr1
conf.u <- predictor + tt * stderr1
pred.l <- predictor - tt * stderr2...