coefplot: Coefficient plots for Multivariate Linear Models

Description

Displays confidence ellipses for all parameters in an multivariate linear model, for a given pair of variables. As such, it is a generalization of confidenceEllipse.

Usage

coefplot(object, ...)
# S3 method for mlm
coefplot(
  object,
  variables = 1:2,
  parm = NULL,
  df = NULL,
  level = 0.95,
  intercept = FALSE,
  Scheffe = FALSE,
  bars = TRUE,
  fill = FALSE,
  fill.alpha = 0.2,
  labels = !add,
  label.pos = NULL,
  xlab,
  ylab,
  xlim = NULL,
  ylim = NULL,
  axes = TRUE,
  main = "",
  add = FALSE,
  lwd = 1,
  lty = 1,
  pch = 19,
  col = palette(),
  cex = 2,
  cex.label = 1.5,
  lty.zero = 3,
  col.zero = 1,
  pch.zero = "+",
  verbose = FALSE,
  ...
)

Value

Returns invisibly a list of the coordinates of the ellipses drawn

Arguments

object: A multivariate linear model, such as fit by lm(cbind(y1, y2, ...) ~ ...)
...: Other parameters passed to methods
variables: Response variables to plot, given as their indices or names
parm: Parameters to plot, given as their indices or names
df: Degrees of freedom for hypothesis tests
level: Confidence level for the confidence ellipses
intercept: logical. Include the intercept?
Scheffe: If TRUE, confidence intervals for all parameters have Scheffe coverage, otherwise, individual coverage.
bars: Draw univariate confidence intervals for each of the variables?
fill: a logical value or vector. TRUE means the confidence ellipses will be filled.
fill.alpha: Opacity of the confidence ellipses
labels: Labels for the confidence ellipses
label.pos: Positions of the labels for each ellipse. See label.ellipse
xlab, ylab: x, y axis labels
xlim, ylim: Axis limits
axes: Draw axes?
main: Plot title
add: logical. Add to an existing plot?
lwd: Line widths
lty: Line types
pch: Point symbols for the parameter estimates
col: Colors for the confidence ellipses, points, lines
cex: Character size for points showing parameter estimates
cex.label: Character size for ellipse labels
lty.zero, col.zero, pch.zero: Line type, color and point symbol for horizontal and vertical lines at 0, 0.
verbose: logical. Print parameter estimates and variance-covariance for each parameter?

Author

Michael Friendly

Examples

Run this code


rohwer.mlm <- lm(cbind(SAT,PPVT,Raven)~n+s+ns, data=Rohwer)

coefplot(rohwer.mlm, lwd=2, 
         main="Bivariate coefficient plot for SAT and PPVT", fill=TRUE)
coefplot(rohwer.mlm, add=TRUE, Scheffe=TRUE, fill=TRUE)

coefplot(rohwer.mlm, var=c(1,3))

mod1 <- lm(cbind(SAT,PPVT,Raven)~n+s+ns+na+ss, data=Rohwer)
coefplot(mod1, lwd=2, fill=TRUE, parm=(1:5),
	main="Bivariate 68% coefficient plot for SAT and PPVT", level=0.68)