Hi there fellow R-users, 

Can anyone tell me how to build  a prediction interval for a gaussian
log-link model for the reponse variable??
I can find the standard error of the predictions but I cant seem to find the
prediction interval. Is there a way I can calculate the 
prediction interval from the standard errors??

Here's the example: 

logX<-rnorm(100)
logY<--2-0.5*logX+rnorm(100,0,0.4)
Y<-exp(logY)
my.glm.mod<-glm(Y~logX,family=gaussian(link="log"))
predict(my.glm.mod,type="response",se.fit=TRUE)

Thanks,

Wayne


Dr Wayne R. Jones
Senior Statistician / Research Analyst
KSS Group plc
St James's Buildings
79 Oxford Street
Manchester M1 6SS
Tel: +44(0)161 609 4084
Mob: +44(0)7810 523 713




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