[R] gnls or nlme : how to obtain confidence intervals of fitted values

[David Scott]

On Mon, 4 Oct 2004, Pierre MONTPIED wrote:

> Thanks Spencer but the intervals function gives confidence intervals of the 
> parameters of the model not the predicted values. In the Soybean example it 
> would be the CI of predicted weight for a given time, knowing all the 
> parameters (Asym, xmid, scal, variance function and residual) and their 
> distributions.
>
> And what I need to calculate is precisely this CI.
>
> My question is therefore is there an analytical way to calculate such CI, 
> whatever the model, or could I try some randomizing techniques such as 
> bootstrap or other ?
>

I find I have a need for this too but for the fixed effects in a mixed 
model fitted with lme. I have fitted a polynomial to some longitudinal 
data, plus some other fixed effects and some random effects. I can use 
predict to get the fitted polynomial for particular values of the other 
predictors, but I would really like to put some confidence bounds on it. I 
am not wild about bootstrapping---just fitting the model can take 30 
minutes.

Any suggestions will be gratefully received (although on second thoughts 
if someone tells me to use SAS I will be less than grateful).

David Scott



_________________________________________________________________
David Scott	Department of Statistics, Tamaki Campus
 		The University of Auckland, PB 92019
 		Auckland	NEW ZEALAND
Phone: +64 9 373 7599 ext 86830		Fax: +64 9 373 7000
Email:	d.scott at auckland.ac.nz


Graduate Officer, Department of Statistics