#StackBounty: #confidence-interval #generalized-linear-model #logit #prediction-interval #probit Derivation of confidence and predictio…

Bounty: 100

The derivation of the prediction interval for the linear model is quite simple: Obtaining a formula for prediction limits in a linear model .

How to derive the confidence and prediction intervals for the fitted values of the logit and probit regressions (and GLMs in general)?


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