ci.plot: Plot confidence and prediction intervals for simple linear...

In HH: Statistical Analysis and Data Display: Heiberger and Holland

Plot confidence and prediction intervals for simple linear regression

Description

The data, the least squares line, the confidence interval lines, and the prediction interval lines for a simple linear regression (lm(y ~ x)) are displayed. Tick marks are placed at the location of xbar, the x-value of the narrowest interval.

Usage

ci.plot(lm.object, ...)

## S3 method for class 'lm'
ci.plot(lm.object,
        xlim=range(data[, x.name]),
        newdata,
        conf.level=.95,
        data=model.frame(lm.object),
        newfit,
        ylim,
        pch=19,
        lty=c(1,3,4,2),
        lwd=2,
        main.cex=1,
        main=list(paste(100*conf.level,
          "% confidence and prediction intervals for ",
          substitute(lm.object), sep=""), cex=main.cex), ...
        )

Arguments

lm.object	Linear model for one y and one x variable.
xlim	xlim for plot. Default is based on data from which lm.object was constructed.
newdata	data.frame containing data for which predictions are wanted. The variable name of the column must be identical to the name of the predictor variable in the model object. Defaults to a data.frame containing a vector spanning the range of observed data. User-specified values are appended to the default vector.
conf.level	Confidence level for intervals, defaults to .95
data	data extracted from the lm.object
newfit	Constructed data.frame containing the predictions,confidence interval, and prediction interval for the newdata.
ylim	ylim for plot. Default is based on the constructed prediction interval.
pch	Plotting character for observed points.
lty, lwd	Line types and line width for fit and intervals.
main.cex	Font size for main title.
main	Main title for plot
...	Additional arguments to be passed to panel function.

Value

"trellis" object containing the plot.

Note

The predict.lm functions in S-Plus and R differ. The S-Plus function can produce both confidence and prediction intervals with a single call. The R function produces only one of them in a single call. Therefore the default calculation of newfit within the function depends on the system.

Author(s)

Richard M. Heiberger <[e-mail]>

See Also

lm, predict.lm

Examples

tmp <- data.frame(x=rnorm(20), y=rnorm(20))
tmp.lm <- lm(y ~ x, data=tmp)
ci.plot(tmp.lm)

HH documentation built on Aug. 9, 2022, 5:08 p.m.