complmrob (version 0.7.1)

confint.bccomplmrob: Calculate confidence intervals

Description

Calculate confidence intervals for bootstrapped robust linear regression estimates with or without compositional data

Usage

# S3 method for bccomplmrob
confint(
  object,
  parm,
  level = 0.95,
  type = c("bca", "perc", "norm", "basic", "stud"),
  ...
)
# S3 method for bclmrob
confint(
  object,
  parm,
  level = 0.95,
  type = c("bca", "perc", "norm", "basic", "stud"),
  ...
)

Arguments

object

an object returned from bootcoefs.

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.

type

the type of interval required (see the type argument of boot::boot.ci()).

...

currently ignored.

Methods (by class)

• confint(bccomplmrob): for bootstrapped estimates of robust linear regression models for compositional data

• confint(bclmrob): for bootstrapped estimates of robust linear regression models

Examples

data <- data.frame(lifeExp = state.x77[, "Life Exp"], USArrests[ , -3])
mUSArr <- complmrob(lifeExp ~ ., data = data)
bc <- bootcoefs(mUSArr, R = 200) # the number of bootstrap replicates should
                                 # normally be higher!
confint(bc, level = 0.95, type = "perc")

### For normal robust linear regression models ###
require(robustbase)
data(aircraft)

mod <- lmrob(Y ~ ., data = aircraft)
bootEst <- bootcoefs(mod, R = 200)
confint(bootEst, level = 0.95, type = "perc")