On Aug 10, 2010, at 12:12 PM, Michal Figurski wrote:
David,
I would consider myself intermediate in R, but a beginner in
statistics. I need a formula that would allow me to calculate
confidence boundaries of the regression line given the slope,
intercept and their CIs (and *any* range).
For "ordinary regression" the CI's for prediction intervals are going
to be much wider than the CI's for parameter estimates. In both cases
they are quadratic functions that depend on the mean_x_hat and on
s_hat^2 (used as an estimate of sigma^2). These formulae should be
available in any basic regression text. I am sufficiently aware of my
non-statistician status to know that I could not comment on whether
naively applying those functions to estimates from another method
would have validity.
--
David.
Passing-Bablok regression doesn't yet exist in R - I am developing
it. Therefore I am sure there is no predict method for it ;)
I believe I have provided sufficient data to address this problem,
but if that would help anyone, here is more:
# data frame
> a <- structure(list(x = c(0.1, 1.43, 4.21, 3.67, 3.23, 7.72, 5.99,
9.16, 10.6, 9.84, 11.94, 12.03, 12.89, 11.26, 15.54, 15.58, 17.32,
17.65, 19.52, 20.48, 20.44, 20.51, 22.27, 23.58, 25.83, 26.04,
26.92, 28.44, 30.73, 28.78), y = c(1.08, 1.39, 1.84, 0.56, 7.23,
4.91, 3.35, 7.09, 3.16, 8.98, 16.37, 7.46, 15.46, 23.2, 4.63, 11.13,
15.68, 13.92, 26.44, 21.65, 21.01, 20.22, 22.69, 22.21, 23.6, 17.24,
45.24, 30.09, 40, 49.6)), .Names = c("x", "y"), row.names = c(NA,
-30L), class = "data.frame")
Then I run the regression procedure (in development - now part of
the 'MethComp' package):
> print(PBreg(a))
# And the result of the Passing-Bablok regression on this data frame:
Estimate 5%CI 95%CI
Intercept -4.306197 -9.948438 -1.374663
Slope 1.257584 1.052696 1.679290
The original Passing & Bablok article on this method has an easy
prescription for CIs on coefficients, so I implemented that. Now I
need a way to calculate CI boundaries for individual points - this
may be a basic handbook stuff - I just don't know it (I'm not a
statistician). I would appreciate if anyone could point me to a
handbook or website where it is described.
Regarding 2 - the predict method for 'nls' class currently *ignores*
the interval parameter - as it is stated in documentation.
Regards
--
Michal J. Figurski, PhD
HUP, Pathology & Laboratory Medicine
Biomarker Research Laboratory
3400 Spruce St. 7 Maloney
Philadelphia, PA 19104
tel. (215) 662-3413
On 2010-08-10 11:38, David Winsemius wrote:
On Aug 10, 2010, at 11:23 AM, Michal Figurski wrote:
David,
I may have stated my problem incorrectly - my problem is to *obtain
the coordinates* for confidence boundary lines. As input data I have
only CIs for slope and intercept.
Wouldn't you also need to specify the range over which these
estimates
might be valid and to offer the means for the X values? What level
of R
knowledge are you at? You have provided no data or code. Many R
methods
offer predict methods that return CI's.
David Winsemius, MD
West Hartford, CT
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