Generate confidence intervals for `predict`

[jariji]

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:

FixedEffectModels.jl/src/FixedEffectModel.jl

Line 75 in eb7bf73

function StatsAPI.predict(m::FixedEffectModel, t)