[R] Visualization of coefficients

[Thomas Lumley]

On Fri, 2 Jul 2010, Achim Zeileis wrote:

> 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.


Achim,

If you are putting this in the lmtest package it would be nice if it also handled multiple models.   I'm more often interested in plotting estimates of the same coefficient in different models than of different coefficients in the same model.

    -thomas

> 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
>> Details:-------------------------------------------------------
>> Contact me: Tal.Galili at gmail.com |  972-52-7275845
>> Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il (Hebrew) |
>> www.r-statistics.com (English)
>>  
>> ----------------------------------------------------------------------------------------------
>> 
>> 
>> 
>> 
>> 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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>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>> 
>> 
>> 	[[alternative HTML version deleted]]
>> 
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide 
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>> 
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

Thomas Lumley
Professor of Biostatistics
University of Washington, Seattle