Hi,
Here is my question:
The condistional distribution of Y given X is
Y|X~N(b0+b1'X,sigma2)
I use glm command to estimate this conditional distribution.
Now I wish to predict the following probability based on glm estimates:
P = (1/sqrt(2*pi*sigma2))exp(-(Y-b0-b1'X)^2/2sigma^2)
How could I get the predicted value of P? Thanks a lot!
David
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