search

FixedEffects / FixedEffectModels.jl

Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
Other
224 stars 46 forks source link

Generate confidence intervals for `predict` #213

Open jariji opened 2 years ago

jariji commented 2 years ago

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 commented 1 year ago

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: https://github.com/FixedEffects/FixedEffectModels.jl/blob/eb7bf7318f65841446821c4b7a82820a00b803fc/src/FixedEffectModel.jl#L75