Predictions and/or confidence (or prediction) intervals on predictions
Los intervalos de confianza de la funcion predict nos han dado muchos quebraderos de cabeza!
El codigo calcula los intervalos de confianza de los fitted values de los predict !!
library(nlme) fm1 <- lme(distance ~ age*Sex, random = ~ 1 + age | Subject, data = Orthodont) plot(Orthodont) newdat <- expand.grid(age=c(8,10,12,14), Sex=c("Male","Female")) newdat$pred <- predict(fm1, newdat, level = 0) Designmat <- model.matrix(eval(eval(fm1$call$fixed)[-2]), newdat[-3]) predvar <- diag(Designmat %*% fm1$varFix %*% t(Designmat)) newdat$SE <- sqrt(predvar) newdat$SE2 <- sqrt(predvar+fm1$sigma^2) library(ggplot2) pd <- position_dodge(width=0.4) ggplot(newdat,aes(x=age,y=pred,colour=Sex))+ geom_point(position=pd)+ geom_linerange(aes(ymin=pred-2*SE,ymax=pred+2*SE), position=pd) ## prediction intervals ggplot(newdat,aes(x=age,y=pred,colour=Sex))+ geom_point(position=pd)+ geom_linerange(aes(ymin=pred-2*SE2,ymax=pred+2*SE2), position=pd)
Fuente: Wikidot
Tags: confidence, intervals, predict, predictions