Dear all,
thanks for your input.

Bert - yes you get the point, i would to like to draw an ellipse contour
for a population quantile.
Indeed, as you mention data.ellipse() should draw that. In other words if i
re-run my model for another prediction (getting a new vector b) i would
have the 95% probability that my prediction fall inside the ellipse.

Thanks again
Giuseppe











On 27 January 2013 17:26, Bert Gunter <gunter.berton@gene.com> wrote:

> All:
>
> Aha! -- The light dawneth, methinks (maybe...)
>
> Giuseppe: I re-read the SAS link you sent and if I have parsed it
> correctly, what SAS chooses to call an ellipse for "prediction" -- a
> rather idiosyncratic way to describe it, imo -- I believe the rest of
> us would call a contour for a population quantile. The key phrase that
> indicates this is "It [the elliptical region] also approximates a
> region containing a specified percentage of the population. "
>
> So, if I'm right, I believe you just need to use car's data.ellipse()
> function.
>
> And if I'm wrong, my little corner of the globe remains cloaked in
> darkness confusion.
>
> Cheers,
> Bert
>
> On Sun, Jan 27, 2013 at 12:43 PM, John Fox <jfox@mcmaster.ca> wrote:
> > Dear Giuseppe and Bert,
> >
> > I also didn't follow what's intended, more or less for the same reasons
> as
> > Bert mentioned, which is why I didn't reply to the initial posting. In
> the
> > car package, confidenceEllipse() draws confidence ellipses for a pair of
> > coefficients from a statistical model, and dataEllipse() draws
> > bivariate-normal concentration ellipses for the bivariate distribution of
> > two variables.
> >
> > I'm copying to Georges Monette and Michael Friendly, coauthors of these
> > functions, in case they have something to add.
> >
> > I hope that this helps, but I doubt that it does.
> >
> > John
> >
> > -----------------------------------------------
> > John Fox
> > Senator McMaster Professor of Social Statistics
> > Department of Sociology
> > McMaster University
> > Hamilton, Ontario, Canada
> >
> >
> >
> >
> >> -----Original Message-----
> >> From: r-help-bounces@r-project.org [mailto:r-help-bounces@r-project.org
> ]
> >> On Behalf Of Giuseppe Amatulli
> >> Sent: Sunday, January 27, 2013 11:41 AM
> >> To: Bert Gunter
> >> Cc: r-help@r-project.org
> >> Subject: Re: [R] confidence / prediction ellipse
> >>
> >> Hi,
> >> thanks for your replay.
> >> My values of a and b are respectively:
> >> a = observation of an event
> >> b = prediction of a model.
> >>
> >> Therefore i would like to draw the confidence region for predicting a
> >> new
> >> observation, and according to this
> >> http://v8doc.sas.com/sashtml/insight/chap40/sect35.htm the prediction
> >> ellipse should be more appropriate.
> >>
> >> But i'm not able to track back the function
> >> radius <- sqrt(dfn * qf(level, dfn, dfd))
> >> in order to change it and draw a prediction ellipses.
> >>
> >> Regards
> >> Giuseppe
> >>
> >>
> >>
> >>
> >> On 26 January 2013 17:19, Bert Gunter <gunter.berton@gene.com> wrote:
> >>
> >> > Well, I'd guess you have to first define what you mean by "prediction
> >> > ellipse," as the confidence ellipses are for the bivariate
> >> > distribution of 2 parameter estimates -- as I understand it --
> >> > whereas predictions depend on the covariate values and are for a
> >> > single response value (unless you have fitted multiple responses, I
> >> > suppose).
> >> >
> >> > -- Bert
> >> >
> >> > On Sat, Jan 26, 2013 at 1:12 PM, Giuseppe Amatulli
> >> > <giuseppe.amatulli@gmail.com> wrote:
> >> > > Hi,
> >> > > I'm using the R library(car) to draw confidence/prediction ellipses
> >> in a
> >> > > scatterplot.
> >> > > >From what i understood  the ellipse() function return an ellipse
> >> based
> >> > > parameters:  shape, center,  radius .
> >> > > If i read  dataEllipse() function i can see how these parameters are
> >> > > calculated for a confidence ellipse.
> >> > >
> >> > > ibrary(car)
> >> > >
> >> > > a=c(12,12,4,5,63,63,23)
> >> > > b=c(13,15,7,10,73,83,43)
> >> > >
> >> > > v <- cov.trob(cbind(a, b))
> >> > > shape <- v$cov
> >> > > center <- v$center
> >> > >
> >> > > radius <- sqrt(2 * qf(0.95, 2, length(a) - 1))   # radius <-
> >> sqrt(dfn *
> >> > > qf(level, dfn, dfd))
> >> > >
> >> > > conf.elip = ellipse(center, shape, radius,draw = F)
> >> > > plot(conf.elip, type='l')
> >> > > points(a,b)
> >> > >
> >> > > My question is how I can calculate shape, center and radius  to
> >> obtain a
> >> > > prediction ellipses rather than a confidence ellipse?
> >> > > Thanks in Advance
> >> > > Giuseppe
> >> > >
> >> > > --
> >> > > Giuseppe Amatulli
> >> > > Web: www.spatial-ecology.net
> >> > >
> >> > >         [[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.
> >> >
> >> >
> >> >
> >> > --
> >> >
> >> > Bert Gunter
> >> > Genentech Nonclinical Biostatistics
> >> >
> >> > Internal Contact Info:
> >> > Phone: 467-7374
> >> > Website:
> >> >
> >> > http://pharmadevelopment.roche.com/index/pdb/pdb-functional-
> >> groups/pdb-biostatistics/pdb-ncb-home.htm
> >> >
> >>
> >>
> >>
> >> --
> >> Giuseppe Amatulli
> >> Web: www.spatial-ecology.net
> >>
> >>       [[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.
> >
>
>
>
> --
>
> Bert Gunter
> Genentech Nonclinical Biostatistics
>
> Internal Contact Info:
> Phone: 467-7374
> Website:
>
> http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
>



-- 
Giuseppe Amatulli
Web: www.spatial-ecology.net

	[[alternative HTML version deleted]]

