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Generate confidence intervals for predict #213

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jariji opened this issue Sep 2, 2022 · 1 comment
Open

Generate confidence intervals for predict #213

jariji opened this issue Sep 2, 2022 · 1 comment
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@jariji
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jariji commented Sep 2, 2022 •
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I would like to have confidence intervals for predict. In GLM.jl, predict takes a keyword argument interval=:confidence that permits this. Is it possible to get confidence intervals in FixedEffectModels predictions?
@matthieugomez
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matthieugomez commented Nov 2, 2022 •
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Yes, it should not be too hard to do — you're welcome to try adding it if you have some time. Here is the code to modify:

FixedEffectModels.jl/src/FixedEffectModel.jl

Line 75 in eb7bf73

function StatsAPI.predict(m::FixedEffectModel, t)

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@matthieugomez @jariji