R: Outline an approximate pairwise confidence region

ellipse.glm {ellipse} | R Documentation

## Outline an approximate pairwise confidence region

### Description

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

### Usage

    ## S3 method for class 'glm'
    ellipse(x, which = c(1, 2), level = 0.95, t, npoints = 100,
            dispersion, ...)

### Arguments

`x` | The first argument should be a `glm` object, usually resulting from a call to `glm()`.
`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. For Binomial or Poisson families, `sqrt(qchisq(level, 2))` is used; for other distributions, `sqrt(2*qf(level, 2, df))` where `df` is the residual degrees of freedom.
`npoints` | How many points to return in the ellipse.
`dispersion` | The value of dispersion to use. If specified, it is treated as fixed, and the chi-square limits for `t` are used. If missing, it is taken from `summary(x)`.
`...` | Other `ellipse.default` parameters may also be used.

### Details

The summary function is used to obtain the approximate covariance matrix of the fitted parameters, the dispersion estimate, and the degrees of freedom.

### Value

A matrix with columns named according to which to outline the confidence region.

### See Also

`ellipse.default`

### Examples

    ## Dobson (1990) Page 93: Randomized Controlled Trial :

         counts <- c(18,17,15,20,10,20,25,13,12)
         outcome <- gl(3,1,9)
         treatment <- gl(3,3)
         glm.D93 <- glm(counts ~ outcome + treatment, family=poisson())

    # Plot an approximate 95 % confidence region for the two Outcome parameters

    	plot(ellipse(glm.D93, which = c(2,3)), type = 'l')
    	points(glm.D93$coefficients[2], glm.D93$coefficients[3])

[Package ellipse version 0.4.1 Index]