[R] getting confidence intervals after lm fitting
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Jan 23 08:19:48 CET 2004
On Thu, 22 Jan 2004, Yun-Fang Juan wrote:
> After fitting with lm, I want to get the 95 % confidence intervals of the
> expected predicted value.
Of the predicted expected value, I assume?
> I know in S-plus I can use pointwise() to get the confidence intervals .
> But in R, I couldn't find such a function.
> Is there any R package available for such functionalities.
No, but predict() in R does this for you. See ?predict.lm .
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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