I would like to be able to place a normal distribution surrounding the
predicted values at various places on a plot. Below is some toy code
that creates a scatterplot and plots a regression line through the data.

library(MASS)
mu <- c(0,1)
Sigma <- matrix(c(1,.8,.8,1), ncol=2)
set.seed(123)
x <- mvrnorm(50,mu,Sigma)
plot(x)
abline(lm(x[,2] ~ x[,1]))

Say I want to add a normal distribution surrounding the predicted values
at the x-values of -1, 0, and 1. That is, at the points

\hat{y} = \mu + \beta_1(-1)
\hat{y} = \mu + \beta_1(0)
\hat{y} = \mu + \beta_1(1)

How might I go about doing this?

Harold

> version
               _                           
platform       i386-pc-mingw32             
arch           i386                        
os             mingw32                     
system         i386, mingw32               
status                                     
major          2                           
minor          4.0                         
year           2006                        
month          10                          
day            03                          
svn rev        39566                       
language       R                           
version.string R version 2.4.0 (2006-10-03)

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