On 03/01/2016 5:57 PM, Wensui Liu wrote:
If I have predictions derived empirically without knowing the functional form, is there a way to calculate the prediction interval?
As Bert said, this isn't really an R question, but I'd say the answer is "probably not". The prediction interval depends on the uncertainty of individual observations, and that isn't usually reflected in predictions. For example, if y_i is N(mu, sigma^2), and we fit the model to N observations, all of our predictions will be ybar, and there will be no indication of sigma.
Duncan Murdoch ______________________________________________ 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.
