[R] Intercept of confidence interval with a constant

Uwe Ligges ligges at statistik.uni-dortmund.de
Fri Jun 2 17:35:34 CEST 2006


Larry Howe wrote:

> Hello,
> 
> Is there a way for R to determine the point where a confidence interval equals 
> a specified value? For example:
> 
> x = seq(1:5)
> y = c(5, 5, 4, 4, 3)
> lm = lm(y ~ x)
> p = predict.lm(lm, interval="confidence")
> matplot(p, type="b")
> abline(h = 3)


You can do it this way:

  optimize(function(x)
            (predict(lm, newdata = data.frame(x=x),
                     interval = "confidence")[,2] - 3)^2,
           interval=c(1, 5))$minimum

but maybe you are going to solve a "calibration" problem, in fact and a 
completely different kind of confidence interval (namely for the x-axis)?


Uwe Ligges


> I want to answer the question: "What is the value of x when the y-value of the 
> lower confidence interval is equal to 3.0"? Visually, it is the place on the 
> example where the abline intersects the lower confidence interval, or about 
> 4.2. Can R calculate this number for me?
> 
> I know that predict.lm will calculate a y-value from an x-value, but what I 
> want is the opposite. I know the y-value, and I want to calculate the 
> x-value.
> 
> Larry Howe
> 
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