ellipse: ellipse.glm – R documentation

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ellipse.glm

Outline an approximate pairwise confidence region

Description

This function produces the ellipsoidal outline of an approximate pairwise confidence region for a generalized linear model fit.

Usage

## S3 method for class 'glm'
ellipse(x, which = c(1, 2), level = 0.95, t, npoints = 100, 
        dispersion, ...)

Arguments

`x`	The first argument should be a `glm` object, usually resulting from a call to `glm()`.
`which`	Which selects the pair of parameters to be plotted. The default is the first two.
`level`	The confidence level of the region. Default 95%.
`t`	The t statistic on the boundary of the ellipse. For Binomial or Poisson families, `sqrt(qchisq(level, 2))` is used; for other distributions, `sqrt(2*qf(level, 2, df))` where `df` is the residual degrees of freedom.
`npoints`	How many points to return in the ellipse.
`dispersion`	The value of dispersion to use. If specified, it is treated as fixed, and the chi-square limits for `t` are used. If missing, it is taken from `summary(x)`.
`...`	Other `ellipse.default` parameters may also be used.

Details

The summary function is used to obtain the approximate covariance matrix of the fitted parameters, the dispersion estimate, and the degrees of freedom.

Value

A matrix with columns named according to which to outline the confidence region.

Examples

## Dobson (1990) Page 93: Randomized Controlled Trial :

     counts <- c(18,17,15,20,10,20,25,13,12)
     outcome <- gl(3,1,9)
     treatment <- gl(3,3)
     glm.D93 <- glm(counts ~ outcome + treatment, family=poisson())

# Plot an approximate 95 % confidence region for the two Outcome parameters

	plot(ellipse(glm.D93, which = c(2,3)), type = 'l')
	points(glm.D93$coefficients[2], glm.D93$coefficients[3])

ellipse

Functions for Drawing Ellipses and Ellipse-Like Confidence Regions

v0.4.2

GPL (>= 2)

Authors

Duncan Murdoch <murdoch@stats.uwo.ca> and E. D. Chow (porting to R by Jesus M. Frias Celayeta <iosu@bureau.ucc.ie>)

Initial release