ellipse.lm {ellipse}R Documentation

Outline a pairwise confidence region for a linear model fit.

Description

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

Usage

## S3 method for class 'lm'
ellipse(x, which = c(1, 2), level = 0.95, 
    t = sqrt(2 * qf(level, 2, x$df.residual)), ...)

Arguments

x

The first argument should be an lm object, usually resulting from a call to lm().

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 ellipse.default parameters may also be used.

Details

The summary function is used to obtain the covariance matrix of the fitted parameters.

Value

A matrix with columns x and y to outline the confidence region.

See Also

ellipse.default

Examples

# 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'])

[Package ellipse version 0.4.2 Index]