I have created robust regression models using least trimmed squares and MM-regression (using the R package robustbase).
I am now looking to create prediction intervals for the predicted results. While I have seen some discussion in the literature about confidence intervals on the estimates for robust regression, I haven't had much success in finding out how to create prediction intervals for the results. I was wondering if anyone would be able to provide some direction on how to create these prediction intervals in the robust regression setting. Thanks, Jonathan Burns Sr. Statistician General Dynamics Information Technology Medicare & Medicaid Solutions One West Pennsylvania Avenue Baltimore, MD 21204 (410)-842-1594 jonathan.bur...@gdit.com<mailto:jonathan.bur...@gdit.com> www.gdit.com<http://www.gdit.com/> [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
