Generate confidence intervals for `predict`

[jariji]

trafficstars

I would like to have confidence intervals for predict. In GLM.jl, predict takes a keyword argument interval=:confidence that permits this. Is it possible to get confidence intervals in FixedEffectModels predictions?

[matthieugomez]

Yes, it should not be too hard to do — you're welcome to try adding it if you have some time. Here is the code to modify: https://github.com/FixedEffects/FixedEffectModels.jl/blob/eb7bf7318f65841446821c4b7a82820a00b803fc/src/FixedEffectModel.jl#L75