Confidence/prediction intervals for total least squares regression

Asked Mar 27 '16 at 15:38

Active Mar 27 '16 at 18:59

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I am learning the ropes of total least squares regression and I found this thread How to perform orthogonal regression (total least squares) via PCA? where the answer by @amoeba, together with some R code, is just spectacular.

However, unlike a vanilla linear regression, I am unsure about how to calculate the confidence interval of my prediction.

Can anyone help and, if possible, provide some R code?

edited Mar 27 '16 at 18:59

amoeba

asked Mar 27 '16 at 15:38

larry77

You might be interested in package `deming`. However, it doesn't calculate confidence intervals for predictions (only for coefficients). You can probably use bootstrap techniques to get what you need. – Roland Mar 29 '16 at 07:02

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