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  1. R

    Prediction interval of generalized linear models

    When doing predictions using a generalized linear model, how to get the prediction interval or prediction distribution? My model has a gamma distribution and a reciprocal link function in particular. Can anyone please help me on solving this by either analytical methods or simulation?
  2. R

    Prediction interval of generalized linear model

    I am trying to do predictions using a generalized linear model, and my model has a gamma distribution for the response variable and a reciprocal link function. Are there ways to obtain the prediction interval or prediction distribution by simulation? I couldn't find any software with such a...