> May I know  how does one superimpose the 95% confidence and prediction
> intervals on the linear regression line of a scatterplot?

You could use ggplot:

install.packages("ggplot")
library(ggplot)
qplot(wt, mpg, data=mtcars, type=c("point","smooth"), method=lm)

(which gives the 95% confidence interval)

Hadley

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