Outline a pairwise confidence region for a linear model fit. — ellipse.lm • ellipse

This function produces the ellipsoidal outline of a pairwise confidence region for a linear model fit.

Usage

# S3 method for lm
ellipse(x, which = c(1, 2), level = 0.95, 
    t = sqrt(2 * qf(level, 2, x$df.residual)), ...)

Arguments

x: The first argument should be an lm object, usually resulting from a call to lm().
which: Which selects the pair of parameters to be plotted. The default is the first two.
level: The confidence level of the region. Default 95%.
t: The t statistic on the boundary of the ellipse.
...: Other ellipse.default parameters may also be used.

Value

A matrix with columns x and y to outline the confidence region.

Details

The summary function is used to obtain the covariance matrix of the fitted parameters.

See also

ellipse.default

Examples

# Plot the estimate and joint 90% confidence region for the displacement and cylinder
# count linear coefficients in the mtcars dataset
data(mtcars)
fit <- lm(mpg ~ disp + cyl , mtcars)
plot(ellipse(fit, which = c('disp', 'cyl'), level = 0.90), type = 'l')
points(fit$coefficients['disp'], fit$coefficients['cyl'])