title: R prediction interval for the mean of the new sample
body: <p>Given a regression model created from one dataset, I have been using WinBUGS to construct prediction intervals (PIs) around the mean of a second dataset. I have just discovered the "predict" function in R, but it delivers PIs around each predicted value in the second dataset. I have searched the R help, here and on the Net and only found the intervals for the separate members. </p>
  
  <p>The average of the these intervals is clearly not the same as the PI around the predicted sample mean (and I have tested that against the value I got from WinBUGS).</p>
  
  <p>How do I get R to give me the PI around the mean?  </p>