R: Outline a pairwise confidence region for a linear model fit.

ellipse.lm {ellipse} | R Documentation

## Outline a pairwise confidence region for a linear model fit.

### Description

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

### Usage

    ## S3 method for class '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.

### Details

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

### Value

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

### 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'])

[Package ellipse version 0.4.1 Index]