[R] Plotting confidence bands around regression line

[Michal Figurski]

David,

I would consider myself intermediate in R, but a beginner in statistics. 
I need a formula that would allow me to calculate confidence boundaries 
of the regression line given the slope, intercept and their CIs (and 
*any* range).

Passing-Bablok regression doesn't yet exist in R - I am developing it. 
Therefore I am sure there is no predict method for it ;)

I believe I have provided sufficient data to address this problem, but 
if that would help anyone, here is more:

# data frame
 > a <- structure(list(x = c(0.1, 1.43, 4.21, 3.67, 3.23, 7.72, 5.99, 
9.16, 10.6, 9.84, 11.94, 12.03, 12.89, 11.26, 15.54, 15.58, 17.32, 
17.65, 19.52, 20.48, 20.44, 20.51, 22.27, 23.58, 25.83, 26.04, 26.92, 
28.44, 30.73, 28.78), y = c(1.08, 1.39, 1.84, 0.56, 7.23, 4.91, 3.35, 
7.09, 3.16, 8.98, 16.37, 7.46, 15.46, 23.2, 4.63, 11.13, 15.68, 13.92, 
26.44, 21.65, 21.01, 20.22, 22.69, 22.21, 23.6, 17.24, 45.24, 30.09, 40, 
49.6)), .Names = c("x", "y"), row.names = c(NA, -30L), class = "data.frame")

Then I run the regression procedure (in development - now part of the 
'MethComp' package):
 > print(PBreg(a))

# And the result of the Passing-Bablok regression on this data frame:
            Estimate      5%CI     95%CI
Intercept -4.306197 -9.948438 -1.374663
Slope      1.257584  1.052696  1.679290

The original Passing & Bablok article on this method has an easy 
prescription for CIs on coefficients, so I implemented that. Now I need 
a way to calculate CI boundaries for individual points - this may be a 
basic handbook stuff - I just don't know it (I'm not a statistician). I 
would appreciate if anyone could point me to a handbook or website where 
it is described.

Regarding 2 - the predict method for 'nls' class currently *ignores* the 
interval parameter - as it is stated in documentation.

Regards

--
Michal J. Figurski, PhD
HUP, Pathology & Laboratory Medicine
Biomarker Research Laboratory
3400 Spruce St. 7 Maloney
Philadelphia, PA 19104
tel. (215) 662-3413

On 2010-08-10 11:38, David Winsemius wrote:
>
> On Aug 10, 2010, at 11:23 AM, Michal Figurski wrote:
>
>> David,
>>
>> I may have stated my problem incorrectly - my problem is to *obtain
>> the coordinates* for confidence boundary lines. As input data I have
>> only CIs for slope and intercept.
>
> Wouldn't you also need to specify the range over which these estimates
> might be valid and to offer the means for the X values? What level of R
> knowledge are you at? You have provided no data or code. Many R methods
> offer predict methods that return CI's.
>