addreg (version 3.0)

confint.addreg: Confidence Intervals for addreg Model Parameters

Description

Computes confidence intervals for one or more parameters in a fitted addreg model.

Usage

# S3 method for addreg
confint(object, parm, level = 0.95, ...)

Arguments

object

a fitted model object, resulting from a call to addreg.

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.

…

additional argument(s) passed to confint.default.

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 % (by default 2.5% and 97.5%).

Details

Calculates confidence intervals for model parameters assuming asymptotic normality, using vcov.addreg(object). As such, if the MLE is on the boundary of the parameter space, (i.e. object$boundary == TRUE) the normality assumption is invalid and NA is returned.

See Also

confint.default, vcov.addreg

Examples

# NOT RUN {
## For an example, see example(addreg)
# }