Questions tagged [prediction]

May refer to: 1. Statistical prediction of unknown random quantities, e.g. using a statistical model. 2. Theoretical prediction of how one variable responds to changes in another one in a theoretical model, e.g. Solow model predicts that in the long run, economies converge to their steady state equilibrium and that permanent growth is achievable only through technological progress.

Filter by
Sorted by
Tagged with

Prediction Interval for $E(y|X_0)$ when model is in $ln(y)$

Let's suppose we have linear regression with dependent variable $ln(y)$. How would one find a prediction interval for $E(y|X_0)$ ? If we have $PI(E(ln(y)|X_0))$, is there a way to reach $PI(E(y|X_0))...