Have you considered "predict.lm", at least in R 1.9.1? (If I understand your question, it is answered in the "examples" to "predict.lm".)

hope this helps. p.s. I believe this is described in Venables and Ripley, Modern Applied Statistics with S, but I don't have this book at my fingertips. Also, have you read the posting" guide! http://www.R-project.org/posting-guide.html";? Its suggestions might help you get quicker answers for yourself without waiting for this list to reply and might improve the quality of the replies to questions you submit.

Наталия Титова wrote:

I have one problem with finding the appropriate functions in R that would perform this operation: We have X, the independent variable, and Y, the response variable, so that a regression line of these variables can be calculated. Using the Student t distribution, we need to find the 95% prediction interval of the mean of Y for the certain value of X. For example, R has the built-in data ( data(cars) ) for cars' speed as the independent variable and cars' stopping distance as the response variable. Find 95% prediction interval of mean stopping distance for cars speeding at 30.

I have another question: is there a certain function in R that can calculate the 
probability p using the Student t distribution given the certain value, the sample 
mean, and the sample standard deviation, and df (i.e., the one that functions like 
pnorm(), but deals with Student t distribution.)

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