Update (07.07.10): The function in this post has a more mature version in the “arm” package. See at the end of this post for more details.

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Imagine you want to give a presentation or report of your latest findings running some sort of regression analysis. How would you do it?

This was exactly the question Wincent Rong-gui HUANG has recently asked on the R mailing list.

One person, Bernd Weiss, responded by linking to the chapter “Plotting Regression Coefficients” on an interesting online book (I have never heard of before) called “Using Graphs Instead of Tables” (I should add this link to the free statistics e-books list…)

Letter in the conversation, Achim Zeileis, has surprised us (well, me) saying the following

I’ve thought about adding a plot() method for the coeftest() function in the “lmtest” package. Essentially, it relies on a coef() and a vcov() method being available – and that a central limit theorem holds. For releasing it as a general function in the package the code is still too raw, but maybe it’s useful for someone on the list. Hence, I’ve included it below.

(I allowed myself to add some bolds in the text)

So for the convenience of all of us, I uploaded Achim’s code in a file for easy access. Here is an example of how to use it: