islasso (version 1.6.0)

confint.islasso: confint method for islasso objects

Description

Computes confidence intervals for islasso objects using a Wald-type approach.

Usage

# S3 method for islasso
confint(object, parm, level = 0.95, type.ci = "wald", trace = TRUE, ...)

Arguments

object

A fitted model object of class "islasso".

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.ci

Character. Only Wald-type confidence intervals are implemented yet! Set type.ci = "wald" to use estimates and standard errors to build the confidence interval.

trace

Logical. If TRUE (default), a bar shows the iterations status.

...

Additional arguments for methods.

Author

Maintainer: Gianluca Sottile <[e-mail]>

Details

confint method for islasso objects

See Also

islasso.fit, summary.islasso, residuals.islasso, logLik.islasso, predict.islasso, deviance.islasso

Examples

n <- 100; p <- 100; p1 <- 10
beta.veri <- sort(round(c(seq(0.5, 3, length.out = p1 / 2),
                          seq(-1, -2, length.out = p1 / 2)), 2))
beta <- c(beta.veri, rep(0, p - p1))
sim <- simulXy(n = n, p = p, beta = beta, seed = 1, family = gaussian())
o <- islasso(y ~ ., data = sim$data, family = gaussian())

ci <- confint(o, type.ci = "wald", parm = 1:11)
ci
plot(ci)