.- help for ^ellip^ (STB-46: gr32) .- Confidence ellipses ------------------- ^ellip^ indepvar1 [indepvar2] [^if^ exp] [^in^ range] [^,^ ^l^evel^(^#^)^ ^g^enerate^(^newyvar newxvar^)^ [^a^dd^(^oldyvar oldxvar^)^ [^p^ool^(^#^)^]] ^fy^var^(^fmt^)^ ^fx^var^(^fmt^)^ graph_options] Description ----------- ^ellip^ graphs confidence ellipse(s) around two estimated regression coefficients estimates from ^fit^. If indepvar2 is not specified, it is the constant. Options ------- ^l^evel^(^#^)^ specifies the confidence level in percent; default is 95. ^g^enerate^(^newyvar newxvar^)^ generates two new variables which define the confidence ellipse. If the dataset has less than 400 observations, the gen() option increases the length of the dataset to 400 observations by adding missing values to the original variables. ^a^dd^(^oldyvar oldxvar^)^ must be used together with gen(). It adds the new ellipse to the old ellipse, as defined by oldvar1 and oldvar2, and displays the result which is an overlaying graph. ^p^ool^(^#^)^ must be used together with if/in, gen() and add(). It constructs a "locus curve" of # weighted regressions (and a table), where the weights are fractional importance weights on the data not specified by if/in; see Bartels (1996). ^fy^var^(^fmt^)^ specifies a display format, such as %1.0f or %3.2g, for yvar. ^fx^var^(^fmt^)^ specifies a display format, such as %1.0f or %3.2g, for xvar. graph_options are any options allowed with graph, twoway. Defaults are: c(l) s(.) (or c(ll) s(..) if add() is not missing) t1(" ") t2 (" ") l1(Estimated indepvar1) b2(Estimated indepvar2). Remarks ------- The ^ellip^ command works only immediately after ^fit^. For the pool(#) option you must have the gphdt programs from gr20 of STB-36 installed. If you have installed the parsoptp program from ip22 of STB-40, you can have titles with embedded parentheses. However, then the option names cannot be abbreviated and ellip is slower. Examples -------- . input depvar indepvar depvar indepvar 1. 346 26427 2. 293 15671 3. 151 700 4. end . fit depvar indepvar, level(50) . ellip indepvar, level(50) gen(y50 x50) . discard . fit depvar indepvar . ellip indepvar, gen(y95 x95) add(y99 x99) Author ------ Anders Alexandersson Mississippi State University, MS email: andersa@@rocketmail.com References ---------- Bartels, Larry M. 1996. "Pooling Disparate Observations." American Journal of Political Science. 40:905-942. Douglas, J. B. 1993. "Confidence Regions for Parameter Pairs." The American Statistician. 47:43-45. Montgomery, Douglas C., and Elizabeth A. Peck. 1982. Introduction to Linear Regression Analysis. New York: John Wiley & Sons. Press, William H., Saul A. Teukolsky, William T. Vetterling, and Brian P. Flannery. 1992. 2nd ed. Numerical Recipes in C: The Art of Scientific Computing. Cambridge University Press. Theil, Henry. 1971. Principles of Econometrics. New York: John Wiley and Sons. Also see -------- STB: gr20 (STB-34), ip22 (STB-40), gr32 (STB-46) Manual: ^[R] fit^ On-line: help for @fit@, @graph@, @gphdt@, @gphsave@, @level@