Hi all,

Are there functions in R that could help me do the following?

We have a special type of regression which is called Geometric Mean
Regression.

We have done some search and found the following:

https://stat.ethz.ch/pipermail/r-help/2011-July/285022.html

The question is: how to do the statistical inference on GMR results?

More specifically, we are looking for the prediction interval:

Lets say we regress y1, y2, ..., yn onto x1, x2, ..., xn:

we would like to know what's the prediction interval for a new data point:

x_new=x1+x2+x3

(i.e. the new data point is the sum of the existing first three data points)

In ordinary linear regression, we could derive prediction interval for an
in-sample data point as well as a new data point...

For our x_new=x1+x2+x3, we can derive formulas for the prediction interval.

But for the above customized regression,

how do we obtain the prediction intervals?

------------------------------

Are there functions in R that can help us do this?

We are thinking of using bootstrapping, etc. Are there functions in R help
us on this?

Thanks a lot!

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