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I had a question answered earlier about drawing confidence ellipses for PCA (principal components analyses) plots.
What ended up working was the FactoMineR package (a combination of the PCA, coord.ellipse, and plot.PCA functions). While I can draw now confidence ellipses, I do not understand what the level.conf option of the coord.ellipse function actually does. I was expecting smaller ellipses with increased confidence levels, but the opposite is happening.
Thank you for your help!
If you want to have a higher degree of confidence that your ellipses includes the “true” value (in the case of parameter estimation) or that it includes a higher proportion of the population (in the case of prediction ellipses) then you use a higher confidence figure. This principle applies very widely. Higher degrees of confidence require wider intervals to meet the demands you are specifying.