[R] Visualization of coefficients

[Achim Zeileis]

I've thought about adding a plot() method for the coeftest() function in 
the "lmtest" package. Essentially, it relies on a coef() and a vcov() 
method being available - and that a central limit theorem holds. For 
releasing it as a general function in the package the code is still too 
raw, but maybe it's useful for someone on the list. Hence, I've included 
it below.

An example would be to visualize all coefficients except the intercept for 
the Mroz data:

data("Mroz", package = "car")
fm <- glm(lfp ~ ., data = Mroz, family = binomial)
coefplot(fm, parm = -1)

hth,
Z

coefplot <- function(object, df = NULL, level = 0.95, parm = NULL,
   labels = TRUE, xlab = "Coefficient confidence intervals", ylab = "",
   xlim = NULL, ylim = NULL,
   las = 1, lwd = 1, lty = c(1, 2), pch = 19, col = 1,
   length = 0, angle = 30, code = 3, ...)
{
   cf <- coef(object)
   se <- sqrt(diag(vcov(object)))
   if(is.null(parm)) parm <- seq_along(cf)
   if(is.numeric(parm) | is.logical(parm)) parm <- names(cf)[parm]
   if(is.character(parm)) parm <- which(names(cf) %in% parm)
   cf <- cf[parm]
   se <- se[parm]
   k <- length(cf)

   if(is.null(df)) {
     df <- if(identical(class(object), "lm")) df.residual(object) else 0
   }

   critval <- if(df > 0 & is.finite(df)) {
     qt((1 - level)/2, df = df)
   } else {
     qnorm((1 - level)/2)
   }
   ci1 <- cf + critval * se
   ci2 <- cf - critval * se

   lwd <- rep(lwd, length.out = 2)
   lty <- rep(lty, length.out = 2)
   pch <- rep(pch, length.out = k)
   col <- rep(col, length.out = k)

   if(is.null(xlim)) xlim <- range(c(0, min(ci1), max(ci2)))
   if(is.null(ylim)) ylim <- c(1 - 0.05 * k, 1.05 * k)

   if(isTRUE(labels)) labels <- names(cf)
   if(identical(labels, FALSE)) labels <- ""
   labels <- rep(labels, length.out = k)

   plot(0, 0, xlim = xlim, ylim = ylim, xlab = xlab, ylab = ylab,
     axes = FALSE, type = "n", las = las, ...)
   arrows(ci1, 1:k, ci2, 1:k, lty = lty[1], lwd = lwd[1], col = col,
     length = length, angle = angle, code = code)
   points(cf, 1:k, pch = pch, col = col)
   abline(v = 0, lty = lty[2], lwd = lwd[2])
   axis(1)
   axis(2, at = 1:k, labels = labels, las = las)
   box()
}


On Fri, 2 Jul 2010, Tal Galili wrote:

> Specifically this link:
> http://tables2graphs.com/doku.php?id=04_regression_coefficients
>
> Great reference Bernd, thank you.
>
> Tal
>
>
> ----------------Contact
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>
>
>
> On Fri, Jul 2, 2010 at 10:31 AM, Bernd Weiss <bernd.weiss at uni-koeln.de>wrote:
>
>> Am 02.07.2010 08:10, schrieb Wincent:
>>> Dear all,
>>>
>>> I try to show a subset of coefficients in my presentation. It seems
>>> that a "standard" table is not a good way to go. I found figure 9
>>> (page 9) in this file (
>>>
>> http://www.destatis.de/jetspeed/portal/cms/Sites/destatis/Internet/DE/Content/Wissenschaftsforum/Kolloquien/VisualisierungModellierung__Beitrag,property=file.pdf
>>>
>>>
>> ) looks pretty good. I wonder if there is any function for such plot?
>>> Or any suggestion on how to present statistical models in a
>>> presentation?
>>
>> Hi Wincent,
>>
>> I guess you are looking for "Using Graphs Instead of Tables in Political
>> Science" by Kastellec/Leoni <http://tables2graphs.com/doku.php>.
>>
>> HTH,
>>
>> Bernd
>>
>> ______________________________________________
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>>
>
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> and provide commented, minimal, self-contained, reproducible code.
>