[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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