[R] confidence interval or error of x intercept of a linear

[Peter Dalgaard]

(Ted Harding) wrote:
> On 24-Mar-09 03:31:32, Kevin J Emerson wrote:
...
> When I have time for it (not today) I'll see if I can implement
> this neatly in R. It's basically a question of solving
> 
>   (N-2)*(1 - R(X0))/R(X0) = qf(P,1,(N-1))
> 
> for X0 (two solutions, maybe one, if any exist). 
<etc.>

A quick and probably not-too-dirty way is to rewrite it as a nonlinear
model:

x <- 1:10
Y <- 2*x - 3 + rnorm(10, sd=.1)
cf <- coef(lm(Y~x))
confint(nls(Y~beta*(x-x0), start=c(beta=cf[[2]],x0=-cf[[1]]/cf[[2]])))




-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
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