ADVICE (version 1.0)

confint.QRS: Confidence Interval Function

Description

Computes confidence intervals for one or more parameters in a fitted model. There is a default and a method for objects inheriting from class "qrs".

Usage

# S3 method for QRS
confint(object, parm, level, ...)

Arguments

object

a fitted model object from the QRS class.

parm

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

a numeric value specifying the required confidence level.

...

additional argument(s) for the methods.

Value

A 2-column matrix giving lower and upper confidence limits (corresponding to the given level) for each parameter. These will be labelled as (1-level)/2 and 1 - (1-level)/2 in

Details

This function computes t-based confidence intervals using n-p degrees of freedom, where n is the number of observations and p is the number of regression coefficients in the full model.

See Also

ices.R

Examples

# NOT RUN {
    myRegressionData <- rmultreg(100, k=20, p=.1, sdnoise = 1)
    pairs(myRegressionData$data)
    out <- ices(y ~ ., data = myRegressionData$data) # fit model to simulated data
    confint(out) # calculate 95% confidence intervals for all coefficients
    myRegressionData$coefficients # compare with true coefficients
# }