Re: [R] CIs in predict?

From: Simon Blomberg <blomsp_at_ozemail.com.au>
Date: Tue 12 Jul 2005 - 09:47:21 EST

At 08:40 AM 12/07/2005, Guy Forrester wrote:
>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)))

You have interval="confidence" inside your call to data.frame, not inside your call to predict. Hence you are creating a data frame with a variable called interval, with one level called confidence, and predict does not see interval="confidence" at all! See ?predict.lm.

HTH, Simon.

>#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
>
>
>++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
>WARNING: This email and any attachments may be confidential ...{{dropped}}
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Jul 12 09:51:41 2005

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