Dear all, thanks for your input. Bert - yes you get the point, i would to like to draw an ellipse contour for a population quantile. Indeed, as you mention data.ellipse() should draw that. In other words if i re-run my model for another prediction (getting a new vector b) i would have the 95% probability that my prediction fall inside the ellipse.
Thanks again Giuseppe On 27 January 2013 17:26, Bert Gunter <gunter.ber...@gene.com> wrote: > All: > > Aha! -- The light dawneth, methinks (maybe...) > > Giuseppe: I re-read the SAS link you sent and if I have parsed it > correctly, what SAS chooses to call an ellipse for "prediction" -- a > rather idiosyncratic way to describe it, imo -- I believe the rest of > us would call a contour for a population quantile. The key phrase that > indicates this is "It [the elliptical region] also approximates a > region containing a specified percentage of the population. " > > So, if I'm right, I believe you just need to use car's data.ellipse() > function. > > And if I'm wrong, my little corner of the globe remains cloaked in > darkness confusion. > > Cheers, > Bert > > On Sun, Jan 27, 2013 at 12:43 PM, John Fox <j...@mcmaster.ca> wrote: > > 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. > > > > > > -- > > 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.
