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Predictive models are statistical models whose primary purpose is to predict other observations of a system optimally, as opposed to models whose purpose is to test a particular hypothesis or explain a phenomenon mechanistically. As such, predictive models place less emphasis on interpretability and more emphasis on performance.

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What is the Formula for Prediction Interval in Multivariate Case? [duplicate]

I am using linear model to do prediction, and I would like to calculate my prediction's prediction interval, which, when there is only one predictor, is However, my model has three predictors. What i …
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