[R] confidence ellipsoid for model parameters

[Jesus Maria Frias Celayeta]

Dear Renaud,
        Have a look to the package ellipse at the CRAN repository, and
particularly to ellipse.lm().

This function produces the ellipsoidal outline of a pairwise condence
region for a linear model t.

Usage

ellipse(x, which = c(1, 2), level = 0.95, t = sqrt(2 * qf(level, 2,
x$df.residual)), ...)

	You can produce pairwise regions for any two parameters in a
linear fit that you can plot afterwards. Is that what you want?.

Happy new year to all the R-helpers,

IOsu


Jesus Maria Frias Celayeta, PhD.
Process Engineering Department
University College Cork. Ireland
phone: 353-21-4903097
fax:   353-21-4270249
http://www.ucc.ie/acad/departments/processeng/staff/friasj.html

On Tue, 1 Jan 2002, Renaud Lancelot wrote:

> Dear all,
>
> Has anyone written functions to compute (and ideally project / plot onto
> a plane) confidence ellipsoids for q linear model parameters, q > 2 ?
>
> Greetings and best wishes,
>
> Renaud
>
> --
> Dr Renaud Lancelot, vétérinaire
> CIRAD, Département Elevage et Médecine Vétérinaire (CIRAD-Emvt)
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