On Aug 10, 2010, at 8:23 PM, Michal Figurski wrote: > Peter, > > Since in P&B the procedure is to calculate a whole list of slopes and > intercepts, wouldn't it be a solution to determine the correlation and go > from there? How do I do it?
You can't. (Perhaps someone could, but it looks like a research level project.) As it may have transpired, I trust the whole P&B procedure about as much as Reagan trusted the Russians, but if someone insisted on having it implemented, I'd consider selecting say 5 points along the range of x, say a1,a2,...,a5, look at the CI's for the intercept when applied to (x-a1,y) and interpolate between them. > > -- > 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 13:12, Peter Dalgaard wrote: >> Michal Figurski wrote: >> >>> # 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). >> >> The answer is that you can't. You can't even do it with ordinary linear >> regression without knowing the correlation between slope and intercept. >> However, if you can get a CI for the intercept then you could subtract >> x0 from all the x and get a CI for the value at x0. >> >> (This brings echos from a distant past. My master's thesis was about >> some similar median-type estimators. I can't remember whether I looked >> at the Passing-Bablok paper at the time (1985!!) but my general >> recollection is that this group of methods is littered with unstated >> assumptions.) >> -- Peter Dalgaard Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.