Hello,
I made a function, which calculates the confidence interval and the
prediction interval, but if I want to plot it, then it plots only the
regressionline.
Maybe somebody can help me:
conf.band <- function(x,y) {
res.lsfit <- lsfit(x,y)
xi <- seq(from=40, to=160, length=200)
n <- length(x)
MSE <- sqrt(sum(res.lsfit$residuals^2)/(n-2))
# confidence interval
band <- sqrt(2*qf(0.95,2,n-2)) * MSE *
sqrt(1/n+(xi-length(x))^2/(var(x)*(n-1)))
uiv <- res.lsfit$coef[1] + res.lsfit$coef[2]*xi - band
oiv <- res.lsfit$coef[1] + res.lsfit$coef[2]*xi + band
# prediction interval
band <- sqrt(2*qf(0.95,2,n-2)) * MSE * sqrt(1+1/n
+(xi-mean(x))^2/(var(x)*(n-1)))
uip <- res.lsfit$coef[1] + res.lsfit$coef[2]*xi - band
oip <- res.lsfit$coef[1] + res.lsfit$coef[2]*xi + band
# creating the graphik
plot(x, y, xlab=colnames(x), ylab=colnames(y), pch=19)
abline(res.lsfit, col=1)
matlines(xi, cbind(uiv,oiv), col=3, lty=2, lwd=2)
matlines(xi, cbind(uiv,oip), col=2, lty=3, lwd=2)
}
--
Mit freundlichen Grüssen / Best Regards
Soare Marcian-Alin
[[alternative HTML version deleted]]
______________________________________________
R-help@stat.math.ethz.ch 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.
