[R] confidence ellipsoid for model parameters

[Renaud Lancelot]

Dear Jesus,

Thanks for your reply. I was aware of the ellipse functions in package
car but not in this one. However, ellipsoid is limited to 2-dimension
problems in both packages. In the model I have to deal with, there are 3
parameters corresponding to 2 continuous explanatory variables and their
interaction (in a binary logistic regression). Main effects parameters
are negatively correlated (r = -0.6) while the interaction is positively
correlated (r = 0.3) with one of the main effect. Therefore, I need to
account for all these correlations in estimating a confidence ellipsoid
for the 3 parameters: pairwise confidence regions will be too narrow.

Best regards,

Renaud

Jesus Maria Frias Celayeta wrote:
> 
> 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 ?
> >

-- 
Dr Renaud Lancelot, vétérinaire
CIRAD, Département Elevage et Médecine Vétérinaire (CIRAD-Emvt)
Programme Productions Animales
http://www.cirad.fr/presentation/programmes/prod-ani.shtml (Français)
http://www.cirad.fr/presentation/en/program-eng/prod-ani.shtml (English)

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