Tagged Questions
0
votes
0answers
100 views
How to get prediction intervals at mean & at max of covariate values in R
I'm still working on R problems from a book, and using my spending data.
Part 1: I need to predict the amount that a male with average data for status, income and verbal would spend along a 95% CI. ...
5
votes
0answers
145 views
Calculating prediction intervals when using cross validation
Are standard deviation estimates calculated via:
$
s_N = \sqrt{\frac{1}{N} \sum_{i=1}^N (x_i - \overline{x})^2}.
$
(http://en.wikipedia.org/wiki/Standard_deviation#Sample_standard_deviation)
for ...
4
votes
1answer
823 views
Computing prediction intervals for logistic regression
I would like to understand how to generate prediction intervals for logistic regression estimates.
I was advised to follow the procedures in Collett's Modelling Binary Data, 2nd Ed p.98-99. After ...
0
votes
1answer
219 views
Why doesn't the exponential smoothing forecast package in R provide confidence intervals for the fitted values?
The upper and lower prediction intervals for the forecast periods are provided by the forecast() function.
However, neither prediction or confidence intervals seem to be available for the fitted ...
8
votes
2answers
4k views
Difference between confidence intervals and prediction intervals
For a prediction interval in linear regression you still use $\hat{E}[Y|x] = \hat{\beta_0}+\hat{\beta}_{1}x$ to generate the interval. You also use this to generate a confidence interval of ...
4
votes
2answers
379 views
The “sum” of prediction intervals
Suppose I have a regression model which yields a couple of predicted values with their respective prediction intervals and the random quantity that I am interested in is the sum of (some subset) of ...
