Calculate simultaneous confidence limits by Scheffe's method
Function to compute the Scheffe corrected confidence interval for the regression line
scheffe(model, newdata = model.frame(model), level = 0.95)
model
: Linear modelnewdata
: new data framelevel
: confidence level (0.95)x <- rnorm(100) d <- data.frame(y=rnorm(length(x),x),x=x) l <- lm(y~x,d) plot(y~x,d) abline(l) d0 <- data.frame(x=seq(-5,5,length.out=100)) d1 <- cbind(d0,predict(l,newdata=d0,interval="confidence")) d2 <- cbind(d0,scheffe(l,d0)) lines(lwr~x,d1,lty=2,col="red") lines(upr~x,d1,lty=2,col="red") lines(lwr~x,d2,lty=2,col="blue") lines(upr~x,d2,lty=2,col="blue")