I have a 3xN matrix of parameters obtained from N regressions where the 3
parameters are jointly statistically significant. I would like to reproduce
a 3D confidence ellipsoid projecting 2D ellipses onto the XY plane as in
Figure 5.2 in this
text<http://books.google.com/books?id=PMeJGeXA09EC&pg=PA172&dq=confidence+ellipsoid&hl=en&sa=X&ei=oWQxT4OgBYLSiALW85WtAw&ved=0CEIQ6AEwAg#v=onepage&q=confidence%20ellipsoid&f=false>
.

Is this possible using some combination of ellipse3d() and ellipse()? Any
insights would be greatly appreciated.

Thanks.

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