coefplot: Coefficient plots for Multivariate Linear Models

Description

Displays confidence ellipses for all parameters in an multivariate linear model, for a given pair of variables. As such, it is a generalization of confidenceEllipse.

Usage

coefplot(object, ...)
# S3 method for mlm
coefplot(object, variables = 1:2, parm = NULL, 
	df = NULL, level = 0.95, intercept = FALSE, 
	Scheffe = FALSE, bars = TRUE, 
	fill = FALSE, fill.alpha = 0.2, 
	labels = !add, label.pos = NULL, 
	xlab, ylab, 
	xlim = NULL, ylim = NULL, 
	axes = TRUE, main = "", add = FALSE, 
	lwd = 1, lty = 1, pch = 19, col = palette(), 
	cex = 2, cex.label = 1.5, 
	lty.zero = 3, col.zero = 1, pch.zero = '+',
	verbose = FALSE, ...)

Value

Returns invisibly a list of the coordinates of the ellipses drawn

Arguments

object: A multivariate linear model, such as fit by lm()
...: Other parameters passed to methods
variables: Response variables to plot, given as their indices or names
parm: Parameters to plot
df: Degrees of freedom for hypothesis tests
level: Confidence level
intercept: logical. Include the intercept?
Scheffe: If TRUE, confidence intervals for all parameters have Scheffe coverage, otherwise, individual coverage.
bars: Draw univariate confidence intervals for each of the variables?
fill: a logical value or vector. TRUE means the confidence ellipses will be filled.
fill.alpha
labels: Labels for the confidence ellipses
label.pos: Positions of the labels for each ellipse. See label.ellipse
xlab, ylab: x, y axis labels
xlim, ylim: Axis limits
axes: Draw axes?
main: Plot title
add: logical. Add to an existing plot?
lwd: Line widths
lty: Line types
pch: Point symbols for the parameter estimates
col: Colors for the confidence ellipses, points, lines
cex: Character size for points showing parameter estimates
cex.label: Character size for ellipse labels
lty.zero, col.zero, pch.zero: Line type, color and point symbol for horizontal and vertical lines at 0, 0.
verbose: logical. Print parameter estimates and variance-covariance for each parameter?

Author

Michael Friendly

Examples

Run this code

mod <- lm(cbind(SAT,PPVT,Raven)~n+s+ns, data=Rohwer)

coefplot(mod, lwd=2, main="Bivariate coefficient plot for SAT and PPVT", fill=TRUE)
coefplot(mod, add=TRUE, Scheffe=TRUE, fill=TRUE)

coefplot(mod, var=c(1,3))

mod1 <- lm(cbind(SAT,PPVT,Raven)~n+s+ns+na+ss, data=Rohwer)
coefplot(mod1, lwd=2, fill=2 !=(1:5),
	main="Bivariate 68% coefficient plot for SAT and PPVT", level=0.68)

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