Confidence and prediction intervals for semiparametric mixed-effect least squares support vector machine

• No confidence and prediction intervals have been derived yet for mixed effect LS-SVM.
• We derive analytical formulas for quantifying uncertainty for mixed effect LS-SVM.
• Derived formulas closely match results from the wild cluster bootstrap-t procedure.

We consider estimating the confidence and prediction intervals for semiparametric mixed-effect least squares support vector machine (LS-SVM). Explicit formulas are derived for confidence and prediction intervals. The accuracy of the derived analytical equations is assessed by comparing with wild cluster bootstrap-t method on simulated and real-world data with different levels of random-effect and residual variances, and different numbers of clusters. Close match between the derived expressions and the bootstrap results is observed.