28 questions linked to/from Linear regression prediction interval
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Can I calculate prediction intervals in scikit-learn for a linear model without bootstrapping? [duplicate]

I'd like to produce 95% prediction intervals along with predictions from my model. I'm using a moderately large dataset and making thousands of predictions, so I was wondering if there was some way ...
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Variance of a predicted $y$ when $x_0$ is given? [duplicate]

I cannot figure out why the variance of a prediction of $y$, when given $x_0$ is $$\sigma^2\bigg(1+\frac 1 n +\frac{(x_0-\bar x)^2}{Sxx}\bigg)$$ Isn't this the variance of a prediction error? ...
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How to obtain the equation of a predictive interval around the regression line in R? [duplicate]

I have a some data set on which I fit a linear regression model using the lm function in R. I can also visually obtain the prediction Interval around that regression line using predict. My question is ...
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Prediction and Tolerance Intervals

I have a couple of questions for prediction and tolerance intervals. Let's agree on the definition of the tolerance intervals first: We are given a confidence level, say 90%, the percentage of the ...
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SE of fit versus SE of prediction

I would like to get the standard error on a prediction. Using R glm, I can get the SE of the fit for a specific prediction: ...
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Gaussian process prediction interval

How can the prediction interval of a Gaussian process be evaluated? I don't know how to estimate this interval though I can find a 95 % confidence interval for the mean line.
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Calculation of variance of prediction

Could anybody show me how @Rob Hyndman calculates the variance of $\hat{y}$ in the following link Obtaining a formula for prediction limits in a linear model : EDIT: Basically I don't understand how ...
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Confidence Interval on a random quantity?

Suppose $\vec{a}$ is an unknown $p$-vector, and one observes $\vec{b} \sim \mathcal{N}\left(\vec{a}, I\right)$. I would like to compute confidence intervals on the random quantity \$\vec{b}^{\top} \...