Hello,

I made a function, which calculates the confidence interval and the
prediction interval, but if I want to plot it, then it plots only the
regressionline.
Maybe somebody can help me:

conf.band <- function(x,y) {
  res.lsfit <- lsfit(x,y)
  xi <- seq(from=40, to=160, length=200)
  n <- length(x)
  MSE <- sqrt(sum(res.lsfit$residuals^2)/(n-2))

  # confidence interval
  band <- sqrt(2*qf(0.95,2,n-2)) * MSE *
sqrt(1/n+(xi-length(x))^2/(var(x)*(n-1)))
  uiv  <- res.lsfit$coef[1] + res.lsfit$coef[2]*xi - band
  oiv  <- res.lsfit$coef[1] + res.lsfit$coef[2]*xi + band

  # prediction interval
  band <- sqrt(2*qf(0.95,2,n-2)) * MSE * sqrt(1+1/n
+(xi-mean(x))^2/(var(x)*(n-1)))
  uip <- res.lsfit$coef[1] + res.lsfit$coef[2]*xi - band
  oip <- res.lsfit$coef[1] + res.lsfit$coef[2]*xi + band

  # creating the graphik
  plot(x, y, xlab=colnames(x), ylab=colnames(y), pch=19)
  abline(res.lsfit, col=1)
  matlines(xi, cbind(uiv,oiv), col=3, lty=2, lwd=2)
  matlines(xi, cbind(uiv,oip), col=2, lty=3, lwd=2)
}

-- 
Mit freundlichen Grüssen / Best Regards

Soare Marcian-Alin

	[[alternative HTML version deleted]]

