[R] variances of values predicted using a lm object

[Sundar Dorai-Raj]

Rajarshi Guha wrote:
> Hi,
>   is there a function in R that will give me the variances of a
> predicted values obtained using predict.lm().
> 
> If no function is available I would need to calculate them myself -
> which involves taking the inverse of X'X (' indicating transpose)
> where X is my model matrix. I know that calculating an inverse directly
> is not a good idea in general - could anybody suggest a way around this?
> 
> Thanks,
> 

 From ?predict.lm:

<quote>
Details:

      'predict.lm' produces predicted values, obtained by evaluating the
      regression function in the frame 'newdata' (which defaults to
      'model.frame(object)'.  If the logical 'se.fit' is 'TRUE',
      standard errors of the predictions are calculated.
</quote>

Is this what you need?

-sundar