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R：使用预测函数将标准误差和置信区间添加到预测中

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我做了这个模型：

model <- lm(mpg ~ wt, mtcars)

我现在想要预测新数据，我可以用 effects 包来做

library(effects)
effect_df <- as.data.frame(effect(c("wt"), model, list(wt = 1:5)))
effect_df 

  wt      fit        se    lower    upper
1  1 31.94065 1.3515519 29.18042 34.70089
2  2 26.59618 0.8678067 24.82389 28.36848
3  3 21.25171 0.5519713 20.12444 22.37899
4  4 15.90724 0.6938618 14.49018 17.32429
5  5 10.56277 1.1328743  8.24913 12.87641

我可以用 expand.grid 做同样的预测：

expand_grid_df <- expand.grid(wt  = 1:5)
expand_grid_df$fit <- predict(model, expand_grid_df)
expand_grid_df

  wt      fit
1  1 31.94065
2  2 26.59618
3  3 21.25171
4  4 15.90724
5  5 10.56277

如何为 fit 添加标准错误和上/下置信区间的列到 expand_grid_df ，如 effect_df ？

r linear-regression prediction predict

1 回答

  • 2

    这样做：

    expand_grid_df <- expand.grid(wt  = 1:5)
expand_grid_df$fit <- predict(model, expand_grid_df, se.fit=TRUE, interval="confidence")$fit
expand_grid_df$se.fit <- predict(model, expand_grid_df, se.fit=TRUE)$se.fit
expand_grid_df

  wt  fit.fit  fit.lwr  fit.upr    se.fit
1  1 31.94065 29.18042 34.70089 1.3515519
2  2 26.59618 24.82389 28.36848 0.8678067
3  3 21.25171 20.12444 22.37899 0.5519713
4  4 15.90724 14.49018 17.32429 0.6938618
5  5 10.56277  8.24913 12.87641 1.1328743
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