On Wed, 7 Jul 2010, Michael Friendly wrote:

Tal Galili wrote:
Hello David,
Thanks to your posting I started looking at the function in the arm package.
 It appears this function is quite mature, and offers (for example) the
ability to easily overlap coefficients from several models.

I updated the post I published on the subject, so at the end of it I give an
example of comparing the coef of several models:
http://www.r-statistics.com/2010/07/visualization-of-regression-coefficients-in-r/

Thanks again for the pointer.

Best,
Tal

Achim Zeileis wrote:
Re: more mature. arm's coefplot() is more flexible in certain respects, mine is more convenient in others. The overlay functionality is something arm's coefplot() is better in and it also as some further options (vertical vs. horizontal etc.). My coefplot() has the advantage that it does not need any modification as long as coef() and vcov() methods are available. Furthermore, "level" can specify the significance level (instead of always using one and two standard errors, respectively).
But it shouldn't be too hard to create a superset of all options.


@Tal:
For the example using library(arm) and the Mroz data, you posted the wrong image. And loose the intercept in the example.

@Achim:
It would be worthwhile combining the generality of your version with the
overlay capability of the arm version, which is extremely useful for model comparison.

Yes, that's what Thomas Lumley already suggested as well.

However, the arm version uses S4 methods.

Yes. If I do get round to fully implement this, I would take the same approach as with the coeftest() function. That is: Having a default method that typically works out of the box, and a thin layer of S3 methods, in case it needs adaption. The latter is necessary for example for "multinom" objects where the coef() method returns a matrix whose elements need to be matched to the elements of the matrix returned by vcov().

Best,
Z

-Michael


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Michael Friendly     Email: friendly AT yorku DOT ca
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York University      Voice: 416 736-5115 x66249 Fax: 416 736-5814
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