Translates the confidence level of a joint 100(1 – alpha)% confidence ellipse into that of the corresponding marginal confidence interval when projecting the ellipse's boundary onto the axes. Also does the "inverse operation" i.e., calculates the confidence level of a joint confidence ellipse so that its perpendicular shadows onto the axes are 100(1 – alpha)% confidence intervals.
translate(level=0.95, ddf, direction)
A numeric value giving the confidence level.
An integer specifying the denominator degrees of freedom. Setting this to
A character string indicating what is to be computed. Choose either
direction="ci2cr" calculates the confidence level of a confidence interval generating ellipse (CIGE) whose perpendicular shadows onto the axes are 100(1 – alpha)% confidence intervals with a marginal confidence level (1 – alpha) as specified in
level; see p. 205 of Fox (2008).
On the other hand, setting
direction="cr2ci" computes the marginal confidence level of the intervals obtained by projecting a joint 100(1 – alpha)% confidence ellipse with (1 – alpha) as specified in
level; see p. 254 of Monette (1990). These marginal intervals can be viewed as including a Scheffe penalty (Scheffe 1953).
ddf=0 the F-distribution used for calculating the confidence levels is replaced with an asymptotic chi-square distribution.
A numeric value giving the calculated confidence level.
Philip Pallmann ([email protected])
John Fox (2008) Applied Linear Regression and Generalized Linear Models. Second Edition. SAGE, Thousand Oaks, CA.
Georges Monette (1990). Geometry of multiple regression and interactive 3-D graphics. In: John Fox & J. Scott Long (eds.) Modern Methods of Data Analysis. SAGE, Newbury Park, CA.
Henry Scheffe (1953) A method for judging all contrasts in the analysis of variance. Biometrika, 40(1–2), 87–104.
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