Outline a pairwise confidence region for a linear model fit.
This function produces the ellipsoidal outline of a pairwise confidence region for a linear model fit.
## S3 method for class 'lm'
ellipse(x, which = c(1, 2), level = 0.95,
t = sqrt(2 * qf(level, 2, x$df.residual)), ...)x |
The first argument should be an |
which |
Which selects the pair of parameters to be plotted. The default is the first two. |
level |
The confidence level of the region. Default 95%. |
t |
The t statistic on the boundary of the ellipse. |
... |
Other |
The summary function is used to obtain the covariance matrix of the fitted parameters.
A matrix with columns x and y to outline the confidence region.
# Plot the estimate and joint 90% confidence region for the displacement and cylinder
# count linear coefficients in the mtcars dataset
data(mtcars)
fit <- lm(mpg ~ disp + cyl , mtcars)
plot(ellipse(fit, which = c('disp', 'cyl'), level = 0.90), type = 'l')
points(fit$coefficients['disp'], fit$coefficients['cyl'])Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.