From hkawakat at qub.ac.uk  Fri Oct 15 14:33:32 2004
From: hkawakat at qub.ac.uk (Hiroyuki Kawakatsu)
Date: Fri Oct 15 14:33:39 2004
Subject: [Rd] se.fit from predict.lm  (fwd)
Message-ID: <Pine.CYG.4.58.0410151331110.3544@erdos>

On Fri, 15 Oct 2004, Prof Brian Ripley wrote:

> It is intended.  It has been that way in S for many years, and lots of
> code relies on it.  Why would it be useful to have the standard error of a
> prediction interval called se.fit?
>                               ^^^

because the "fit" could be for expected or actual y. the return value is
named "fit" whether interval="conf" or interval="pred" so i assumed se.fit
is the standard error of the returned fit.

> But `innovation' is not standard terminology, and it is not the
> coefficients that uncertain, but their estimates.

true. some (accurate) description of the difference between the interval
options would be useful to people like me who are not familiar with the
terminology.

h.
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Hiroyuki Kawakatsu
School of Management and Economics
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[Rd] se.fit from predict.lm (fwd)
Hiroyuki Kawakatsu