[R] Propagate errors with prediction interval

[Shaunna Morrison]

Hello!


I have a linear dataset with known values of X & Y in R. I treat the
dataset as a linear model.

I have a data point with a known value of X and an unknown value of Y. The
X value has an associated instrument error.

Goal: compute the prediction interval (of Y) for the data point, X, and its
associated error.


Commands:

newdata=data.frame(X=###)

predict(g,newdata,interval="prediction",level=0.68)


This allows me to compute the prediction interval for a data point, based
on a known value of X, but does not propagate the error associated with X.

*I need a method in R to include/propagate the error associated with X. *

Note - The X,Y dataset is subject to the same type of associated error as
the input variable, X. *However*, we do not wish to include the dataset's
associated error in this prediction interval.

Thank you!

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