[R] lme or gls prediction intervals

Martin Henry H. Stevens HStevens at muohio.edu
Wed Jul 25 15:01:39 CEST 2007


Hi Joris,
Thank you for the reply.
I also realize that I meant confidence intervals, not prediction  
intervals!

I am trying to do something analogous to

predict(model.gls, newdata, interval="confidence")

but predict.gls does not have an interval argument. I am guessing  
that this is because it is subtle and complicated to figure out what  
the appropriate hypothesis is, but I was hoping to get some feedback.

Cheers,
Hank

On Jul 25, 2007, at 3:21 AM, joris.dewolf at cropdesign.com wrote:

>
>
> Martin,
>
>
> Have you checked ?intervals.gls
>
>
> This intervals are approximate, but this would be the obvious starting
> point to me.
>
>
> Joris
>
>
>
>
>
>
>
>
>
>
>
>              "Martin Henry H.
>              Stevens"
>               
> <HStevens at muohio.                                          To
>              edu>                      R-Help <r- 
> help at stat.math.ethz.ch>
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>              at.math.ethz.ch                                        
> Subject
>                                        [R] lme or gls prediction  
> intervals
>
>              24/07/2007 19:22
>
>
>
>
>
>
>
>
> Hi folks,
> I am trying to generate 95% confidence intervals for a gls model
> using predict.nlme
> with
> R version 2.5.1 (2007-06-27)
> . nlme: Linear  and Nonlinear Mixed Effects Models. R package version
>    3.1-83.
>
> I have looked in help, and I can do it for lm and glm models, and I
> can generate simple predictions for lme models with various levels --
> I am familiar with the basics.
>
> Is there a way to get prediction intervals for gls models? My "best"
> model uses varPower(), so I am reluctant to fall back on lm  
> predictions.
>
> Thank you,
>
> Hank
>
>
> Dr. Hank Stevens, Associate Professor
> 338 Pearson Hall
> Botany Department
> Miami University
> Oxford, OH 45056
>
> Office: (513) 529-4206
> Lab: (513) 529-4262
> FAX: (513) 529-4243
> http://www.cas.muohio.edu/~stevenmh/
> http://www.muohio.edu/ecology/
> http://www.muohio.edu/botany/
>
> "E Pluribus Unum"
>
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Dr. Hank Stevens, Associate Professor
338 Pearson Hall
Botany Department
Miami University
Oxford, OH 45056

Office: (513) 529-4206
Lab: (513) 529-4262
FAX: (513) 529-4243
http://www.cas.muohio.edu/~stevenmh/
http://www.muohio.edu/ecology/
http://www.muohio.edu/botany/
"E Pluribus Unum"

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