GCEstim (version 0.1.0)

confint.lmgce: Confidence Intervals for lmgce Model Parameters and Normalized Entropy

Description

Computes confidence intervals for one or more parameters or Normalized Entropy in a lmgce fitted model.

Usage

# S3 method for lmgce
confint(
  object,
  parm,
  level = 0.95,
  which = c("estimates", "NormEnt"),
  method = {
     if (which == "estimates") {
         c("z", "percentile", "basic")
    
    }
     else {
         c("percentile", "basic")
     }
 },
  boot.B = ifelse(object$boot.B == 0, 100, object$boot.B),
  boot.method = object$boot.method,
  ...
)

Value

A matrix (or vector) with columns giving lower and upper confidence limits for each parameter. These will be labelled as (1-level)/2 and 1 - (1-level)/2 in percentage (by default 2.5 percent and 97.5 percent).

Arguments

object

Fitted lmgce model object.

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

the confidence level required. The default is level = 0.95.

which

One of c("estimates", "NormEnt"). The default is which = "estimates".

method

method used to compute the interval. One of c("z","percentile", "basic"). The default is method = "z" and is only valid for the parameters.

boot.B

A single positive integer greater or equal to 10 for the number of bootstrap replicates for the computation of the bootstrap confidence interval(s), to be used when method = c("percentile", "basic") and when object was created with boot.B = 0. The default is boot.B = 100 when the object has no previous sampling information and boot.B = object$boot.B otherwise, which corresponds to the boot.B given to lmgce when the object was created.

boot.method

Method used for bootstrapping. One of c("residuals", "cases", "wild") which corresponds to resampling on residuals, on individual cases or on residuals multiplied by a N(0,1) variable, respectively. The default is boot.method = object$boot.method.

...

additional arguments.

Author

Jorge Cabral,

Examples

# \donttest{
res_gce_package <-
  lmgce(y ~ .,
        data = dataGCE,
        boot.B = 50,
        seed = 230676)
# }

confint(res_gce_package, method = "percentile")

confint(res_gce_package, which = "NormEnt", level = 0.99)

confint(res_gce_package, parm = c("X005"), level = 0.99)