Hi Dylan,
I haven't looked at the code for predict.Design or predict.lm, but I
think it's safe to assume that mean and confidence refer to the
same concept, as do individual and prediction. Here's my logic:
In general, confidence intervals refer to parameter estimates and
prediction intervals to predicted point values. For the linear model,
the fitted line represents the estimated conditional mean of y given
the x-values and we form a confidence interval around it. In this
case, our best prediction of any individual y-value given the
x-values is also the fitted line. However, upon repeated sampling the
fitted line will vary less than the observed y values at any given set
of x-values, and this is reflected in the fact that the confidence
interval is narrower than the prediction interval.
hth,
Kingsford Jones
On Wed, Dec 31, 2008 at 2:15 PM, Dylan Beaudette
dylan.beaude...@gmail.com wrote:
Hi,
I am not quite sure how to interpret the differences in output when
changing conf.type from the default mean to individual. Are these
analogous to the differences between confidence and prediction
intervals, as defined in predict.lm {stats} ?
Thanks in advance.
Dylan
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