This is a method for the class mmdml.
It computes two-sided
confidence intervals for testing the two-sided component-wise
null hypotheses
\(H_0: \beta_j = 0\)
with the (approximate) asymptotic Gaussian distribution of the coefficient
estimator. The method can be applied to objects
of class mmdml that typically result from a function
call to mmdml.
# S3 method for mmdml
confint(object, parm = NULL, level = 0.95, ...)An object of class mmdml. This object usually results
from a function call to mmdml.
A vector containing the indices for which \(\beta_0\)-entries
confidence intervals should be computed. By default, it is set to
NULL, in which case confidence intervals for all entries of
\(\beta_0\) are computed.
A number between 0 and 1 representing
the confidence level. The default is level = 0.95.
Further arguments passed to or from other methods.
A matrix with columns giving the lower and upper confidence limits for each
entry of \(\beta_0\).
The columns are labelled as
These will be labelled as (1-level)/2% and
1 - (1-level)/2%, by default 2.5% and 97.5%.
# NOT RUN {
## See example(mmdml) for examples
# }
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