[R] predict.lm
    Bill Szkotnicki 
    bszk at uoguelph.ca
       
    Tue May  2 20:58:44 CEST 2006
    
    
  
I have a model with a few correlated explanatory variables.
i.e.    
> m1=lm(y~x1+x2+x3+x4,protdata)
and I have used predict as follows:
> x=data.frame(x=1:36)
> yp=predict(m1,x,se.fit=T) 
> tprot=sum(yp$fit) # add up the predictions
> tprot
tprot is the sum of the 36 predicted values and I would like the se of that
prediction.
I think  
> sqrt(sum(yp$se.fit^2))
is not correct.
Would anyone know the correct approach?
i.e. How to get the se of a function of predicted values (in this case sum)
 
Thanks, Bill
    
    
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