[R] Plotting confidence bands around regression line

[Peter Dalgaard]

Michal Figurski wrote:

> # 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).

The answer is that you can't. You can't even do it with ordinary linear
regression without knowing the correlation between slope and intercept.
However, if you can get a CI for the intercept then you could subtract
x0 from all the x and get a CI for the value at x0.

(This brings echos from a distant past. My master's thesis was about
some similar median-type estimators. I can't remember whether I looked
at the Passing-Bablok paper at the time (1985!!) but my general
recollection is that this group of methods is littered with unstated
assumptions.)

-- 
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com