A specification of which parameters are
to be given confidence intervals,
either a vector of numbers or a vector of names.
If missing, all parameters are considered.
level
An optional numeric value to specify
the confidence level required.
By default, the value is 0.95,
which produces 95% confidence intervals.
...
Other arguments for future usage.
Value
A numeric matrix with rownames and colnames.
Details
Under regularity condition (Shao, 2003,
Theorem 4.16 and Theorem 4.17, page 287, 290),
the approximate confidence intervals are constructed loosely
based on Fisher information matrix and estimates of coefficients.
References
Shao, J. (2003), Mathematical statistics,
Springer texts in statistics, New York: Springer, 2nd Edition.