Plot regression coefficients

coefplot.R

# published on http://www.r-statistics.com/2010/07/visualization-of-regression-coefficients-in-r
# originally written by "<a href="http://statmath.wu.ac.at/~zeileis/">Achim Zeileis</a>"
# GPL-2
# 
# E.g. coefplot(glm, parm = -1)

coefplot <- function(object, df = NULL, level = 0.95, parm = NULL,
                     labels = TRUE, xlab = "Coefficient confidence intervals", ylab = "",
                     xlim = NULL, ylim = NULL,
                     las = 1, lwd = 1, lty = c(1, 2), pch = 19, col = 1,
                     length = 0, angle = 30, code = 3, ...)
{
  cf <- coef(object)
  se <- sqrt(diag(vcov(object)))
  if(is.null(parm)) parm <- seq_along(cf)
  if(is.numeric(parm) | is.logical(parm)) parm <- names(cf)[parm]
  if(is.character(parm)) parm <- which(names(cf) %in% parm)
  cf <- cf[parm]
  se <- se[parm]
  k <- length(cf)
  
  if(is.null(df)) {
    df <- if(identical(class(object), "lm")) df.residual(object) else 0
  }
  
  critval <- if(df > 0 & is.finite(df)) {
    qt((1 - level)/2, df = df)
  } else {
    qnorm((1 - level)/2)
  }
  ci1 <- cf + critval * se
  ci2 <- cf - critval * se
  
  lwd <- rep(lwd, length.out = 2)
  lty <- rep(lty, length.out = 2)
  pch <- rep(pch, length.out = k)
  col <- rep(col, length.out = k)
  
  if(is.null(xlim)) xlim <- range(c(0, min(ci1), max(ci2)))
  if(is.null(ylim)) ylim <- c(1 - 0.05 * k, 1.05 * k)
  
  if(isTRUE(labels)) labels <- names(cf)
  if(identical(labels, FALSE)) labels <- ""
  labels <- rep(labels, length.out = k)
  
  plot(0, 0, xlim = xlim, ylim = ylim, xlab = xlab, ylab = ylab,
       axes = FALSE, type = "n", las = las, ...)
  arrows(ci1, 1:k, ci2, 1:k, lty = lty[1], lwd = lwd[1], col = col,
         length = length, angle = angle, code = code)
  points(cf, 1:k, pch = pch, col = col)
  abline(v = 0, lty = lty[2], lwd = lwd[2])
  axis(1)
  axis(2, at = 1:k, labels = labels, las = las)
  box()
}