[R] 3D confidence ellipsoid with ellipse projections onto 2D plane

baptiste auguie baptiste.auguie at googlemail.com
Wed Feb 8 09:05:52 CET 2012


Hi,

If you read French, you might find the following discussion interesting,

http://www.forum.math.ulg.ac.be/viewthread.html?id=45765

It contains some good suggestions to project an ellipsoid onto a
plane, which as I understand might be related to your question.

HTH,

b.



On 8 February 2012 07:29, Samuel Bazzi <sbazzi at ucsd.edu> wrote:
> I have a 3xN matrix of parameters obtained from N regressions where the 3
> parameters are jointly statistically significant. I would like to reproduce
> a 3D confidence ellipsoid projecting 2D ellipses onto the XY plane as in
> Figure 5.2 in this
> text<http://books.google.com/books?id=PMeJGeXA09EC&pg=PA172&dq=confidence+ellipsoid&hl=en&sa=X&ei=oWQxT4OgBYLSiALW85WtAw&ved=0CEIQ6AEwAg#v=onepage&q=confidence%20ellipsoid&f=false>
> .
>
> Is this possible using some combination of ellipse3d() and ellipse()? Any
> insights would be greatly appreciated.
>
> Thanks.
>
>        [[alternative HTML version deleted]]
>
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