From: David Winsemius <dwinsemius_at_comcast.net>

Date: Wed, 23 Mar 2011 15:02:55 -0400

Date: Wed, 23 Mar 2011 15:02:55 -0400

On Mar 23, 2011, at 12:04 PM, agent dunham wrote:

> Dear all,

*>
**> I've fitted this model with train data
**>
**> lms <- lm(vd ~ log(v1) + fv2+ fv5+ fv7 )
**>
**> and predicted over test data using
**>
**> plms <- predict.lm(lmsub, new=test,interval="predict",
**> level=0.95,se.fit=TRUE)
**>
**> I've two questions:
**>
**> q1: what's the difference between writing interval "predict" or
**> "confidence"
**> ? How are they computed?
*

The source is readily accessible.

> Any reference would be appreciated

Any basic regression text should cover that topic. I know that Rosner did in its second edition 25 years ago and it's only a basic biostatistics text. I suspect you will also find that some of the contributed documentation has this covered. Wikipedia is not bad either.

cran.r-project.org/other-docs.html

*>
*

> q2: What's interesting to plot? I've gone through another post, and

*> have
**> seen the following:
**>
**> (http://r.789695.n4.nabble.com/help-with-predict-and-plotting-confidence-intervals-td886399.html
**> )
**> plot( seq(0,6, length.out = 24), plmsub[ ,"fit"] )
**> lines(seq(0,6, length.out = 24), plmsub[ ,"lwr"],
**> lty=2)
**> lines(seq(0,6, length.out = 24), plmsub[ ,"upr"],
**> lty=2)
**> But I don't know what to plot with my multiple linear regression.
*

It sounds like you need to read even more in an introductory text than just the section on the different between prediction and confidence intervals.

*>
*

> I also tried plot(plms) but I guess it doesn't have too much sense

In my earlier reply I suggested it might not be what you expected, but I did not say the result would be nonsense.

*>
*

> Maybe test$vd vs plms$fit? (if this was correct, what's the

*> syntax to
**> get the fit column of plms? )
*

You have three choices

-- to look at the structure of the lm-object with str() -- read the help(lm) page and note the contents in the Value section -- read the help(lm) page and identify the functions that willextract the feature of interest.

(The list is not the place to be asking questions about basic statistics questions.)

-- David Winsemius, MD West Hartford, CT ______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.Received on Wed 23 Mar 2011 - 19:05:36 GMT

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