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joint confidence ellipsoid problem

1 message · Christopher Fonnesbeck

#
As the subject implies, I am trying to draw a joint confidence interval
of two variables, using the "ellipse" package.  However, the ellipse()
function plots an ellipsoid that is far too large than what I get when I
calculate the limits by hand. For the t option, I am using
sqrt(qf(level, df1, df2)) as I believe that I should be. I am giving a
variance-covariance matrix as the object argument. Anyone have a simple
idea of what may be going on? I would have to scale t by about 1/4 to
get it in the right neighbourhood.

Thanks in advance,
Chris Fonnesbeck