[R] Plotting confidence bands around regression line

[peter dalgaard]

On Aug 10, 2010, at 8:23 PM, Michal Figurski wrote:

> Peter,
> 
> Since in P&B the procedure is to calculate a whole list of slopes and intercepts, wouldn't it be a solution to determine the correlation and go from there? How do I do it?

You can't. (Perhaps someone could, but it looks like a research level project.)

As it may have transpired, I trust the whole P&B procedure about as much as Reagan trusted the Russians, but if someone insisted on having it implemented, I'd consider selecting say 5 points along the range of x, say a1,a2,...,a5, look at the CI's for the intercept when applied to (x-a1,y) and interpolate between them.

> 
> --
> 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 13:12, Peter Dalgaard wrote:
>> 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
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com