Object Reference : Object View and Procedure Reference : System
Confidence ellipses for coefficient restrictions.
The cellipse view displays confidence ellipses for pairs of coefficient restrictions for an estimation object.
system_name.cellipse(options) restrictions
Enter the object name, followed by a period, and the keyword cellipse. This should be followed by a list of the coefficient restrictions. Joint (multiple) coefficient restrictions should be separated by commas.
Specifies whether and how to draw the individual coefficient intervals. The default is “ind=line” which plots the individual coefficient intervals as dashed lines. “ind=none” does not plot the individual intervals, while “ind=shade” plots the individual intervals as a shaded rectangle.
size=number (default=0.95)
Set the size (level) of the confidence ellipse. You may specify more than one size by specifying a space separated list enclosed in double quotes.
Select the distribution to use for the critical value associated with the ellipse size. The default depends on estimation object and method. If the parameter estimates are least-squares based, the distribution is used; if the parameter estimates are likelihood based, the distribution will be employed. “dist=f” forces use of the F-distribution, while “dist=c” uses the distribution.
Force the dialog to appear from within a program.
Print the graph.
The two commands:
sys1.cellipse c(1), c(2), c(3)
sys1.cellipse c(1)=0, c(2)=0, c(3)=0
both display a graph showing the 0.95-confidence ellipse for C(1) and C(2), C(1) and C(3), and C(2) and C(3).
sys1.cellipse(dist=c,size="0.9 0.7 0.5") c(1), c(2)
displays multiple confidence ellipses (contours) for C(1) and C(2).
See “Confidence Intervals and Confidence Ellipses” for discussion.
See also System::wald.