[R] confidence / prediction ellipse
John Fox
jfox at mcmaster.ca
Sun Jan 27 21:43:42 CET 2013
Dear Giuseppe and Bert,
I also didn't follow what's intended, more or less for the same reasons as
Bert mentioned, which is why I didn't reply to the initial posting. In the
car package, confidenceEllipse() draws confidence ellipses for a pair of
coefficients from a statistical model, and dataEllipse() draws
bivariate-normal concentration ellipses for the bivariate distribution of
two variables.
I'm copying to Georges Monette and Michael Friendly, coauthors of these
functions, in case they have something to add.
I hope that this helps, but I doubt that it does.
John
-----------------------------------------------
John Fox
Senator McMaster Professor of Social Statistics
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
> On Behalf Of Giuseppe Amatulli
> Sent: Sunday, January 27, 2013 11:41 AM
> To: Bert Gunter
> Cc: r-help at r-project.org
> Subject: Re: [R] confidence / prediction ellipse
>
> 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
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
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