[R] variances of values predicted using a lm object

Rajarshi Guha rxg218 at psu.edu
Thu Feb 12 20:42:12 CET 2004

  is there a function in R that will give me the variances of a
predicted values obtained using predict.lm().

If no function is available I would need to calculate them myself -
which involves taking the inverse of X'X (' indicating transpose)
where X is my model matrix. I know that calculating an inverse directly
is not a good idea in general - could anybody suggest a way around this?


Rajarshi Guha <rxg218 at psu.edu> <http://jijo.cjb.net>
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If you believe in telekinesis, raise my hand.

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