Dear Volker,

If the data ellipse (or, in this case, circle) is scaled so that its shadows (projections) on the axes each includes 68% of the data (that is of the marginal distribution of each variable), then the ellipse will include less than 68% of the data (i.e., of the joint distribution of the two variables). Conversely, to include 68% of the data in the ellipse, the shadows of the ellipse have to be larger.

Did I understand your point correctly?

John

At 09:40 PM 2/26/2003 +0100, [EMAIL PROTECTED] wrote:
Full_Name: Volker Franz
Version: Version 1.6.2  (2003-01-10)
OS: Debian
Submission from: (NULL) (192.124.28.104)


Hi there,


it seems to me that data.ellipse of package "car" (Version 1.0-1)
produces confidence interval's which are too big. To see this, do:

library(car)
plot(c(-2,2),c(-2,2),pch=0)
data.ellipse(rnorm(10000),rnorm(10000),levels=0.68,plot.points=F)
abline(v=+1)
abline(v=-1)
abline(h=+1)
abline(h=-1)

To my knowledge, this should result in a circle with radius
1. However, the circle is larger. It seems that the problem is due to
an erroneous specification of the degrees of freedom and can be fixed
with the following patch:

======================================================================
--- Ellipse.R Wed Feb 26 17:49:43 2003
+++ Ellipse.orig Thu Sep 19 18:20:41 2002
@@ -34,7 +34,7 @@
stop("x and y must be vectors of the same length")
if (plot.points & !add) plot(x, y, xlab=xlab, ylab=ylab, col=col, pch=pch,
las=las, ...)
if (plot.points & add) points(x, y, col=col, pch=pch, ...)
- dfn<-1
+ dfn<-2
dfd<-length(x)-1
if (robust) {
require(MASS)
======================================================================


Or --- am I totally on the wrong track here?

Best
Volker

______________________________________________
[EMAIL PROTECTED] mailing list
http://www.stat.math.ethz.ch/mailman/listinfo/r-devel

____________________________ John Fox Department of Sociology McMaster University email: [EMAIL PROTECTED] web: http://www.socsci.mcmaster.ca/jfox

______________________________________________
[EMAIL PROTECTED] mailing list
http://www.stat.math.ethz.ch/mailman/listinfo/r-devel

Reply via email to