approximate variance of data-level prediction

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Natoya j

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Mar 17, 2023, 11:05:52 AM3/17/23
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Hi,

I would like to approximate the variance of my predictions for the next year (e.g., I have data for 2010-2020 and I predicted for 2021).

I am planning to add the variances from the linear predictor and the likelihood (estimated posterior observation variance).

My question is, how do I get the variance from the linear predictor? The output from the linear predictor is: mean, sd, 0.025quant ,   0.5quant ,   0.975quant,    mode.

Do I simply take the square of sd or is there another way the variance is computed or extracted?

Thank you,

Natoya

Helpdesk (Haavard Rue)

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Mar 17, 2023, 3:35:15 PM3/17/23
to Natoya j, R-inla discussion group
the easy way would be to include year 2021 in the model, but with data
equal to NA

In this way you'll get predictions.

see vignette  

Short tutorials - PDF source R code
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