Re: [R] Prediction confidence intervals for a Poisson GLM

2010-09-09 Thread stephenb
I am following up on an old post. Please, comment: it appears that predict(glm.model,type="response",se.fit=T) will do all the conversions and give se on the scale of the response. This only takes into account the error in parameter estimation. what a "prediction" interval is meant to be usual

Re: [R] Prediction confidence intervals for a Poisson GLM

2008-08-11 Thread Prof Brian Ripley
Confidence intervals for what? For a Poisson glm() you can predict the mean response or the linear predictor, and they are not the same (unlike a linear model). I suggest you predict the linear predictor (the default), use the s.e.s to for a confidence interval and then if desired transform (

[R] Prediction confidence intervals for a Poisson GLM

2008-08-11 Thread Thomas Lapeyre
Hello, I'm fitting a Poisson GLM with the glm( ) function and I would like to know how to obtain the confidence intervals for predictions (fitted values)... I mean like in function lm( ): prediction.matrix=exp(predict(model1.lm,interval="prediction") (where model1.