hdi (version 0.1-6)

lm.ci: Function to calculate confidence intervals for ordinary multiple linear regression.

Description

Calculates (classical) confidence intervals for an ordinary multiple linear regression model in the n > p situation.

Usage

lm.ci(x, y, level = 0.95, ...)

Arguments

x

Design matrix (without intercept).

y

Response vector.

level

Coverage level.

...

Additional arguments to be passed to lm.

Value

Matrix of confidence interval bounds (not including the intercept).

Details

A model with intercept is fitted but the p-value of the intercept is not reported in the output.

See Also

hdi

Examples

Run this code
# NOT RUN {
x <- matrix(rnorm(100*5), nrow = 100, ncol = 5)
y <- x[,1] * 2 + x[,2] * 2.5 + rnorm(100)
ci <- lm.ci(x, y)
ci
# }

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