Deriving Confidence Interval vs Deriving Prediction Interval

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For more details regarding deriving confidence interval for a mean response, please see this video,

For more details regarding deriving prediction interval, please see this video,
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Thanks @stats4everyone your videos are the best stats videos on youtube that go through the underlying maths. You do an absolutely brilliant job at clearly explaining things from first principles without skipping over "obvious" bits that might then otherwise leave someone confused.

I'm really pleased to see you've done some videos on GLMs. It would be great to see some on extending regression models to deal with non-independent outcomes, e.g. maybe some on clustered and/or different robust standard errors and variance covariance matrices, and maybe then multi-level modelling (big topic!)?

jphicks