Re: [R] prediction intervals for robust regression

On 11/02/2015 19:38, Bert Gunter wrote: Presumably you've checked out: http://cran.r-project.org/web/views/Robust.html If you can estimate the variance of parameter estimates, betahat, then you can estimate the variance of a predicted value, X betahat; add the estimated variance of individuals

Re: [R] prediction intervals for robust regression

Presumably you've checked out: http://cran.r-project.org/web/views/Robust.html If you can estimate the variance of parameter estimates, betahat, then you can estimate the variance of a predicted value, X betahat; add the estimated variance of individuals to this if that's what you're looking for

[R] prediction intervals for robust regression

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