I would like to obtain a prediction interval from a model returned by the R package pls. The predict method does not seem to be able to return this value. I wonder if anyone has a suggested solution?
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plspackage doesn't seem to offer this opoortunity, but Principal Components Regression: Transform 95% CIs back to original space discusses the issue of PCR and confidence intervals, and How to compute the confidence intervals on regression coefficients in PLS? that of PLS. – chl Oct 31 '20 at 19:14