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JuliaStats / GLM.jl

Generalized linear models in Julia
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Prediction with confidence intervals not yet implemented for weighted regression #495

Closed jariji closed 1 year ago

jariji commented 1 year ago

I just hit this error.

https://github.com/JuliaStats/GLM.jl/blob/f149f2bee3336914dfcbbe033474add270567c63/src/lm.jl#L267

One Discourse answer suggests using glm(f,d,Normal()) instead of lm as a workaround. I'm not sure if that's equivalent.

nalimilan commented 1 year ago

These will give the same predicted values, but I'm not sure they would give the same confidence intervals (T distribution vs normal distribution). Anyway the result will be statistically sound in both cases at least.