[R] predict "interval" for lmRob?

Galkowski, Jan jgalkows at akamai.com
Wed Apr 8 17:32:03 CEST 2009


lm's "predict" function offers an "interval" parameter to choose between 'confidence' and 'prediction' bands. In the package "robust" and for "lmRob", there is also a "predict" but it lacks such a parameter, and the documented "type" parameter has only "response" offerred.  Is there some way of obtaining prediction bands from lmRob?  Is there an alternative robust (linear) regression package that offers such a capability?

Thanks for any and all help.

  - Jan Galkowski, Akamai Technologies, Cambridge, MA.




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