[R] prediction interval for new value

[Peter Dalgaard]

Sachin J <sachinj.2006 at yahoo.com> writes:

> Google search gave me this: 
>    
>   http://ewr.cee.vt.edu/environmental/teach/smprimer/intervals/interval.html
>    
>   TIA
>   Sachin

With those definitions (which are hardly universal), tolerance
intervals are the same as prediction intervals with k == m == 1, which
is what R provides.

   
> 
> Peter Dalgaard <p.dalgaard at biostat.ku.dk> wrote:
>   Sachin J writes:
> 
> > RUsers: 
> > 
> > Just confirming, does predict function with interval="prediction"
> > option gives prediction interval or tolerance interval?. Sorry for
> > reposting this question.
> 
> 
> Is there any definition of tolerance interval that is different from
> prediction interval?
> 
> (Tolerance intervals in the medical sense means intervals that are
> designed to detect patients with abnormal levels of serum cholesterol
> (say).)
> 
> -- 
> O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B
> c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
> (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
> ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
> 
> 
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-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)                  FAX: (+45) 35327907