[R] CI with confint

Wed Mar 28 22:48:17 CEST 2012

On Mar 28, 2012, at 21:33 , Benjamin Caldwell wrote:

> Hello all,
> 
> I'm trying to use confint from the MASS package to compute confidence
> intervals for an nls object. When I plot the results, however, they don't
> make sense - lines cross over the fitted model or just don't match the
> data. Code is :
> 
> Thanks for help
> 
> dat<-data.frame(a,b)
> with(dat, plot(a,b))
> model<-(nls(b~(1/exp(a*x))*n, data=dat, start=list(x=.001,n=20),
> na.action="na.omit"))
> with(dat, plot(a,b))
> x1<-summary(model)$coefficients[1,1]
> n1<-summary(model)$coefficients[2,1]
> lines((1/exp(c(0:30)*x1)*n1))
> int<-MASS:::confint.nls(model)
> lines((1/exp(c(0:30)*int[1,1])*int[2,1]),lty=2)
> lines((1/exp(c(0:30)*int[2,1])*int[2,2]),lty=2)
> 

Looks like you just haven't understood how CI's work. There's no reason to believe that you can combine the extremes of confidence intervals for two parameters and get an interval for a fitted value. For one thing, it is quite common that a simultaneous confidence region for two parameters is like a narrow ellipse due to correlation of the estimates.

This is a matter of statistical theory, not of R. 

The last lines() look just unintended, btw. Shouldn't int[2,1] be [1,2]??

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> 
> ______________________________________________
> R-help at r-project.org mailing list
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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.

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com