ci.plot

From HH v3.1-37 by Richard Heiberger

Plot confidence and prediction intervals for simple linear regression

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.

Keywords: regression, hplot

Usage

ci.plot(lm.object, ...)
# S3 method for 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.

Examples

# NOT RUN {
tmp <- data.frame(x=rnorm(20), y=rnorm(20))
tmp.lm <- lm(y ~ x, data=tmp)
ci.plot(tmp.lm)
# }

Documentation reproduced from package HH, version 3.1-37, License: GPL (>= 2)

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