3D confidence ellipsoid with ellipse projections onto 2D plane
On 2/7/2012 1:29 PM, Samuel Bazzi wrote:
I have a 3xN matrix of parameters obtained from N regressions where the 3 parameters are jointly statistically significant. I would like to reproduce a 3D confidence ellipsoid projecting 2D ellipses onto the XY plane as in Figure 5.2 in this text<http://books.google.com/books?id=PMeJGeXA09EC&pg=PA172&dq=confidence+ellipsoid&hl=en&sa=X&ei=oWQxT4OgBYLSiALW85WtAw&ved=0CEIQ6AEwAg#v=onepage&q=confidence%20ellipsoid&f=false> . Is this possible using some combination of ellipse3d() and ellipse()? Any insights would be greatly appreciated.
The situation described in Rawlings is for a single regression model, with an associated covariance matrix of the parameters which is the basis for the ellipsoid. If all you have are the coefficient estimates, where do you think your ellipsoid can come from? Nevertheless, the situation you described -- plotting confidence ellipsoids for a model with projections on the XY and other planes is handled by the p3d package, only on R-Forge https://r-forge.r-project.org/projects/p3d/ It is in alpha development, and not completely documented. HTH -Michael
Michael Friendly Email: friendly AT yorku DOT ca Professor, Psychology Dept. York University Voice: 416 736-5115 x66249 Fax: 416 736-5814 4700 Keele Street Web: http://www.datavis.ca Toronto, ONT M3J 1P3 CANADA