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termplot intervals - SE or CI?

3 messages · Peter Dalgaard, Eric Goodwin

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Thanks for your prompt reply Duncan.  

I had indeed assumed they were what the help file says until observation raised doubts, which is why I queried it.
The "se.fit" returned by a call in termplot() to predict() is multiplied by 2 (in termplot's function se.lines()) before it is plotted as a curve described as "standard errors" by the help file.

Thus, again, it seems that either termplot() is not plotting standard errors, or predict() is not returning standard errors in se.fit.

Cheers,

Eric

-----Original Message-----
From: Duncan Murdoch [mailto:murdoch.duncan at gmail.com] 
Sent: Wednesday, 29 June 2016 12:02
To: Eric Goodwin <Eric.Goodwin at cawthron.org.nz>; r-help at R-project.org
Subject: Re: [R] termplot intervals - SE or CI?
On 28/06/2016 4:53 PM, Eric Goodwin wrote:
I would assume they are what the help file says, but if I wasn't sure, I'd work them out for a simple case from first principles, and compare to what the code gives.

Duncan Murdoch
#
Peter,

Thanks very much.  Good spotting, and that confirms what I'd deduced from the code.

I think you're right that it would be useful to either make that explicit in the definition of the se argument (and in the description, which also describes them as standard errors), or expose the ff argument of the se.lines() function, so that it can be set during the call to termplot(), by the user.  The selection of 2.0 as a scaling factor is presumably an approximation of 1.96, to give roughly 95% confidence intervals, but it's possible users might want to specify some other scaling factor.

Cheers,

Eric Goodwin

-----Original Message-----
From: peter dalgaard [mailto:pdalgd at gmail.com] 
Sent: Thursday, 11 January 2018 21:29
To: Eric Goodwin <Eric.Goodwin at cawthron.org.nz>
Cc: Duncan Murdoch <murdoch.duncan at gmail.com>; r-help at R-project.org
Subject: Re: [R] termplot intervals - SE or CI?