[R] One sided confidence limits for the regression line
Rolf Turner
rolf.turner at xtra.co.nz
Mon Jan 14 09:35:43 CET 2013
On 01/14/2013 05:19 PM, li li wrote:
> Hi all,
> I am trying to plot the one-sided confidence limits for the regression
> line.
> It seems it is ok to use predict function to compute the two sided
> confidence
> limits. Does any one know a easy way to compute the one sided confidence
> limits?
Essentially just multiply the "lack of confidence" by 2.
E.g. for 95% one-sided confidence use 90% two-sided confidence
limits (and choose the limit that you're interested in).
E.g.:
set.seed(42)
x <- seq(0,10,length=101)
y <- 1.5 + 2.5*x + rnorm(101,0,5)
fit <- lm(y ~ x)
pfit <- predict(fit,interval="confidence",level=0.90)
plot(x,y)
lines(x,pfit[,"fit"])
lines(x,pfit[,"upr"],col="red")
You are then, for any given x value, 95% confident that the true mean of
"Y" lies *below* the
corresponding y-value on red curve that was plotted.
cheers,
Rolf Turner
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