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I am learning the ropes of total least squares regression and I found this thread How to perform orthogonal regression (total least squares) via PCA? where the answer by @amoeba, together with some R code, is just spectacular.

However, unlike a vanilla linear regression, I am unsure about how to calculate the confidence interval of my prediction.

Can anyone help and, if possible, provide some R code?

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  • $\begingroup$ You might be interested in package deming. However, it doesn't calculate confidence intervals for predictions (only for coefficients). You can probably use bootstrap techniques to get what you need. $\endgroup$ – Roland Mar 29 '16 at 7:02

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