[RsR] Prediction Intervals for Robust Regression

[Jonathan Burns]

I have created robust regression models using least trimmed squares and MM-
regression (using robustbase).

I am now looking to create prediction intervals for the predicted 
results.  While I have seen some discussion in the literature about 
confidence intervals on the estimates for robust regression, I haven’t had 
much success on prediction intervals for the results.  I was wondering 
anyone would be able to provide some direction on how to create these 
prediction intervals in the robust regression setting.

Thanks,
Jonathan Burns
Sr. Statistician 
General Dynamics Information Technology
Medicare & Medicaid Solutions
One West Pennsylvania Avenue
Baltimore, MD 21204
Jonathan.Burns1 using gdit.com