[R] prediction intervals (alpha and beta) for model average estimates from binomial glm and model.avg (library=dRedging)

David Winsemius dwinsemius at comcast.net
Fri Apr 24 14:54:03 CEST 2009


In R, the predict family of functions provides that facility. If you  
want the code it will be in the particular function associated with  
the model type.

?predict
?predict.glm
# the example illustrates creation of prediction curves on the  
response scale for  a specific range of data.
# create the desired CI's by appropriate use of the se.fit value  
returned from the predict call.
# This is the code inside predict.glm that does the work when se.fit  
is set as TRUE in the predict call:

se.fit <- pred$se.fit
switch(type, response = {
             se.fit <- se.fit * abs(family(object)$mu.eta(fit))
             fit <- family(object)$linkinv(fit)
         }, link = , terms = )

-- 
David Winsemius

On Apr 24, 2009, at 3:03 AM, Michelle Ensbey wrote:

> Hi all,
>
> I was wondering if there is a function out there, or someone has  
> written code for making confidence intervals around model averaged  
> predictions (y~á+âx). The model average estimates are from the  
> dRedging library?
>
> It seems a common thing but I can't seem to find one via the search  
> engines
>
> Examples of the models are:
>
> fit1 <- glm(y~ dbh, family = binomial, data = data)
>
> fit2 <- glm(y~ dbh+vegperc, family = binomial, data = data)
>
> fit3 <- glm(y~ dbh, family = binomial, data = data)
>
> and the model averaging
>
> model.averaging <-model.avg(fit1,fit2,fit3, method="0")
>
> and the output (from model.avg) has the following items:  
> Coefficient, Variance, Standard error, adjusted standard error and  
> lower and upper confidence interval for each parameter (and  
> intercept).
>
> What I would like to do is make "prediction intervals". I know I  
> need to include covariance and variance. Please let me know if  
> anyone has a function or code to get these prediction intervals out  
> of this output.
>
> Thanks in advance for your help, and please advise me if you need  
> more information
>
> M
> michelle.ensbey at nt.gov.au
>
> R version 2.8.1

David Winsemius, MD
Heritage Laboratories
West Hartford, CT




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