[R] 3D confidence ellipsoid with ellipse projections onto 2D plane

[Michael Friendly]

On 2/7/2012 1:29 PM, Samuel Bazzi wrote:
> I have a 3xN matrix of parameters obtained from N regressions where the 3
> parameters are jointly statistically significant. I would like to reproduce
> a 3D confidence ellipsoid projecting 2D ellipses onto the XY plane as in
> Figure 5.2 in this
> text<http://books.google.com/books?id=PMeJGeXA09EC&pg=PA172&dq=confidence+ellipsoid&hl=en&sa=X&ei=oWQxT4OgBYLSiALW85WtAw&ved=0CEIQ6AEwAg#v=onepage&q=confidence%20ellipsoid&f=false>
> .
>
> Is this possible using some combination of ellipse3d() and ellipse()? Any
> insights would be greatly appreciated.
>

The situation described in Rawlings is for a single regression model, 
with an associated covariance matrix of the parameters which is the 
basis for the ellipsoid.
If all you have are the coefficient estimates, where do you think your
ellipsoid can come from?

Nevertheless, the situation you described -- plotting confidence 
ellipsoids for a model with projections on the XY and other planes
is handled by the p3d package, only on R-Forge
https://r-forge.r-project.org/projects/p3d/
It is in alpha development, and not completely documented.

HTH
-Michael


-- 
Michael Friendly     Email: friendly AT yorku DOT ca
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