Hi all, Are there functions in R that could help me do the following?
We have a special type of regression which is called Geometric Mean Regression. We have done some search and found the following: https://stat.ethz.ch/pipermail/r-help/2011-July/285022.html The question is: how to do the statistical inference on GMR results? More specifically, we are looking for the prediction interval: Lets say we regress y1, y2, ..., yn onto x1, x2, ..., xn: we would like to know what's the prediction interval for a new data point: x_new=x1+x2+x3 (i.e. the new data point is the sum of the existing first three data points) In ordinary linear regression, we could derive prediction interval for an in-sample data point as well as a new data point... For our x_new=x1+x2+x3, we can derive formulas for the prediction interval. But for the above customized regression, how do we obtain the prediction intervals? ------------------------------ Are there functions in R that can help us do this? We are thinking of using bootstrapping, etc. Are there functions in R help us on this? Thanks a lot! [[alternative HTML version deleted]] ______________________________________________ R-help@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.
