[R] CIs in predict?

From: Guy Forrester <ForresterG_at_landcareresearch.co.nz>
Date: Tue 12 Jul 2005 - 08:40:44 EST


Dear All,

I am trying to put some Confidence intervals on some regressions from a linear model with no luck. I can extract the fitted values using 'predict', but am having difficulty in getting at the confidence intervals, or the standard errors.

Any suggestions would be welcome

Cheers

Guy

Using Version 2.1.0 (2005-04-18) on a PC

vol.mod3 <- lm(log.volume~log.area*lake,data=vol) summary(vol.mod3)

plot(c(1.3,2.5),c(-0.7,0.45),type="n",xlab="Log area",ylab="Log volume")

areapred.a <- seq(min(vol$log.area[vol$lake=="a"]), max(vol$log.area[vol$lake=="a"]), length=100) areapred.b <- seq(min(vol$log.area[vol$lake=="b"]), max(vol$log.area[vol$lake=="b"]), length=100)

preda <- predict(vol.mod3, data.frame(log.area=areapred.a,interval="confidence" ,lake=rep("a",100)))

#This gives the fitted values as predicted, but no CIs
> preda

           1 2 3 4 5 6 7 8 9 -0.562577529 -0.553263576 -0.543949624 -0.534635671 -0.525321718 -0.516007765 -0.506693813 -0.497379860 -0.488065907

          10 11 12 13 14 15 16 17 18 -0.478751955 -0.469438002 -0.460124049 -0.450810097 -0.441496144 -0.432182191 -0.422868239 -0.413554286 -0.404240333

          19 20 21 22 23 24 25 26 27 -0.394926380 -0.385612428 -0.376298475 ETC ETC #As does this, but with no SEs
> preda <- predict(vol.mod3, data.frame(log.area=areapred.a,se.fit=T ,lake=rep("a",100)))
> preda

           1 2 3 4 5 6 7 8 9 10 -0.562577529 -0.553263576 -0.543949624 -0.534635671 -0.525321718 -0.516007765 -0.506693813 -0.497379860 -0.488065907 -0.478751955

          11 12 13 14 15 16 17 18 19 20 -0.469438002 -0.460124049 -0.450810097 ETC ETC



Guy J Forrester
Biometrician
Manaaki Whenua - Landcare Research
PO Box 69, Lincoln, New Zealand.
Tel. +64 3 325 6701 x3738
Fax +64 3 325 2418
E-mail ForresterG@LandcareResearch.co.nz www.LandcareResearch.co.nz
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