Oh, interesting - here I thought I was getting a confidence region for the
model (which of course you're right has two parameters) and in fact confint
is giving me the confidence interval for each of the two parameters in the
model.

The ellipse package does a nice job of helping me visualize that.

Thanks for clearing that up.

On Wed, Mar 28, 2012 at 1:48 PM, peter dalgaard <pdalgd@gmail.com> wrote:

>
> On Mar 28, 2012, at 21:33 , Benjamin Caldwell wrote:
>
> > Hello all,
> >
> > I'm trying to use confint from the MASS package to compute confidence
> > intervals for an nls object. When I plot the results, however, they don't
> > make sense - lines cross over the fitted model or just don't match the
> > data. Code is :
> >
> > Thanks for help
> >
> > dat<-data.frame(a,b)
> > with(dat, plot(a,b))
> > model<-(nls(b~(1/exp(a*x))*n, data=dat, start=list(x=.001,n=20),
> > na.action="na.omit"))
> > with(dat, plot(a,b))
> > x1<-summary(model)$coefficients[1,1]
> > n1<-summary(model)$coefficients[2,1]
> > lines((1/exp(c(0:30)*x1)*n1))
> > int<-MASS:::confint.nls(model)
> > lines((1/exp(c(0:30)*int[1,1])*int[2,1]),lty=2)
> > lines((1/exp(c(0:30)*int[2,1])*int[2,2]),lty=2)
> >
>
> Looks like you just haven't understood how CI's work. There's no reason to
> believe that you can combine the extremes of confidence intervals for two
> parameters and get an interval for a fitted value. For one thing, it is
> quite common that a simultaneous confidence region for two parameters is
> like a narrow ellipse due to correlation of the estimates.
>
> This is a matter of statistical theory, not of R.
>
> The last lines() look just unintended, btw. Shouldn't int[2,1] be [1,2]??
>
>
>
> > "","a"
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> > "29",7.1
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> >
> >       [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > R-help@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
>
> --
> Peter Dalgaard, Professor,
> Center for Statistics, Copenhagen Business School
> Solbjerg Plads 3, 2000 Frederiksberg, Denmark
> Phone: (+45)38153501
> Email: pd.mes@cbs.dk  Priv: PDalgd@gmail.com
>
>
>
>
>
>
>
>
>

	[[alternative HTML version deleted]]

