Something like this? library(MASS) mu <- c(0,1) Sigma <- matrix(c(1,.8,.8,1), ncol=2) set.seed(123) x <- mvrnorm(50,mu,Sigma) dta <- data.frame(x=x[,1],y=x[,2]) plot(x)
fit <- lm(y~x, data=dta) sfit <- summary(fit) se <- sfit$sigma abline(fit) yhat <- predict(fit,data.frame(x=c(-1,0,1)),se.fit=TRUE) x1 <- seq(-2,0,length=50) x2 <- x1 + 1 x3 <- x2 + 1 lines(x1,yhat$fit[1]+dnorm(x1,-1,se)) lines(x2,yhat$fit[2]+dnorm(x2,0,se)) lines(x3,yhat$fit[3]+dnorm(x3,1,se)) On 31/10/06, Doran, Harold <[EMAIL PROTECTED]> wrote: > I would like to be able to place a normal distribution surrounding the > predicted values at various places on a plot. Below is some toy code > that creates a scatterplot and plots a regression line through the data. > > library(MASS) > mu <- c(0,1) > Sigma <- matrix(c(1,.8,.8,1), ncol=2) > set.seed(123) > x <- mvrnorm(50,mu,Sigma) > plot(x) > abline(lm(x[,2] ~ x[,1])) > > Say I want to add a normal distribution surrounding the predicted values > at the x-values of -1, 0, and 1. That is, at the points > > \hat{y} = \mu + \beta_1(-1) > \hat{y} = \mu + \beta_1(0) > \hat{y} = \mu + \beta_1(1) > > How might I go about doing this? > > Harold > > > version > _ > platform i386-pc-mingw32 > arch i386 > os mingw32 > system i386, mingw32 > status > major 2 > minor 4.0 > year 2006 > month 10 > day 03 > svn rev 39566 > language R > version.string R version 2.4.0 (2006-10-03) > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- ================================= David Barron Said Business School University of Oxford Park End Street Oxford OX1 1HP ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.