Re: [R] How to calculate the prediction interval without knowing the functional form

2016-01-03 Thread Duncan Murdoch
On 03/01/2016 5:57 PM, Wensui Liu wrote: If I have predictions derived empirically without knowing the functional form, is there a way to calculate the prediction interval? As Bert said, this isn't really an R question, but I'd say the answer is "probably not". The prediction interval depends

Re: [R] How to calculate the prediction interval without knowing the functional form

2016-01-03 Thread Bert Gunter
Standard answer: bootstrap. However, "derived empirically" is too vague to know whether the standard answer applies. As this appears to be primarily a statistics, not an R issue, I suggest that you post on a statistics list like stats.stackexchange.com instead, perhaps with some more details on wh

[R] How to calculate the prediction interval without knowing the functional form

2016-01-03 Thread Wensui Liu
If I have predictions derived empirically without knowing the functional form, is there a way to calculate the prediction interval? Thanks -- WenSui Liu https://statcompute.wordpress.com/ [[alternative HTML version deleted]] __ R-help@r-proj