[R] confidence interval in "predict.lm"

[Thomas Lumley]

On Fri, 15 Nov 2002, Fred Mellender wrote:

> I am studying statistics using R and a book "Understandable Statistics", by
> Brase and Brase.  The book has two
> worked examples for calculating a confidence interval around a predicted
> value from a linear model.

<snip>

> The book gives the confidence interval as 26.5 <= y <= 39.5.  The book
> defines the confidence interval calculation thus:
>
>   yp - E <= y <= yp + E
>
>   Where
>    E = tc*sC *sqrt(1 + 1/n + (x-xBar)^2/SSx)


You asked R for a confidence interval for the predicted mean at x.  If you
want a prediction interval at x you need  interval="prediction" not
interval="confidence".

	-thomas


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