[R] Plotting confidence bands around regression line

[Frank Harrell]

Please give the prescription.  The article is not available on our 
extensive online library.  I wonder if the method can compete with the 
bootstrap.

Frank

Frank E Harrell Jr   Professor and Chairman        School of Medicine
                      Department of Biostatistics   Vanderbilt University

On Tue, 10 Aug 2010, Michal Figurski wrote:

> 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.
>>
>
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