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-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > On Behalf Of Giuseppe Amatulli > Sent: Sunday, January 27, 2013 11:41 AM > To: Bert Gunter > Cc: r-help@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.ber...@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.amatu...@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@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]] > > ______________________________________________ > R-help@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. ______________________________________________ R-help@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.
