ellipse.glm {ellipse}

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.

See Also

ellipse.default

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])