[R] confidence / prediction ellipse
Bert Gunter
gunter.berton at gene.com
Sun Jan 27 19:43:17 CET 2013
You appear to be quite confused. I have no idea what your "a" and "b"
below mean. The SAS documentation that you quote is for prediction
from a bivariate normal. I don't know what that has to do with your
problem, nor with car's confidence ellipses for parameters for a
univariate regression. I would suggest you get local statistical help,
though perhaps someone with more time on their hands on this list than
I may help sort you out.
Cheers,
Bert
On Sun, Jan 27, 2013 at 8:41 AM, Giuseppe Amatulli
<giuseppe.amatulli at gmail.com> wrote:
> Hi,
> thanks for your replay.
> My values of a and b are respectively:
> a = observation of an event
> b = prediction of a model.
>
> Therefore i would like to draw the confidence region for predicting a new
> observation, and according to this
> http://v8doc.sas.com/sashtml/insight/chap40/sect35.htm the prediction
> ellipse should be more appropriate.
>
> But i'm not able to track back the function
> radius <- sqrt(dfn * qf(level, dfn, dfd))
> in order to change it and draw a prediction ellipses.
>
> Regards
> Giuseppe
>
>
>
>
> On 26 January 2013 17:19, Bert Gunter <gunter.berton at gene.com> wrote:
>>
>> Well, I'd guess you have to first define what you mean by "prediction
>> ellipse," as the confidence ellipses are for the bivariate
>> distribution of 2 parameter estimates -- as I understand it --
>> whereas predictions depend on the covariate values and are for a
>> single response value (unless you have fitted multiple responses, I
>> suppose).
>>
>> -- Bert
>>
>> On Sat, Jan 26, 2013 at 1:12 PM, Giuseppe Amatulli
>> <giuseppe.amatulli at gmail.com> wrote:
>> > Hi,
>> > I'm using the R library(car) to draw confidence/prediction ellipses in a
>> > scatterplot.
>> > >From what i understood the ellipse() function return an ellipse based
>> > parameters: shape, center, radius .
>> > If i read dataEllipse() function i can see how these parameters are
>> > calculated for a confidence ellipse.
>> >
>> > ibrary(car)
>> >
>> > a=c(12,12,4,5,63,63,23)
>> > b=c(13,15,7,10,73,83,43)
>> >
>> > v <- cov.trob(cbind(a, b))
>> > shape <- v$cov
>> > center <- v$center
>> >
>> > radius <- sqrt(2 * qf(0.95, 2, length(a) - 1)) # radius <- sqrt(dfn *
>> > qf(level, dfn, dfd))
>> >
>> > conf.elip = ellipse(center, shape, radius,draw = F)
>> > plot(conf.elip, type='l')
>> > points(a,b)
>> >
>> > My question is how I can calculate shape, center and radius to obtain a
>> > prediction ellipses rather than a confidence ellipse?
>> > Thanks in Advance
>> > Giuseppe
>> >
>> > --
>> > Giuseppe Amatulli
>> > Web: www.spatial-ecology.net
>> >
>> > [[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.
>>
>>
>>
>> --
>>
>> Bert Gunter
>> Genentech Nonclinical Biostatistics
>>
>> Internal Contact Info:
>> Phone: 467-7374
>> Website:
>>
>> http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
>
>
>
>
> --
> Giuseppe Amatulli
> Web: www.spatial-ecology.net
--
Bert Gunter
Genentech Nonclinical Biostatistics
Internal Contact Info:
Phone: 467-7374
Website:
http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
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