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lame (version 1.3.4)

confint.ame_als: Confidence intervals for a fast AME fit

Description

Wald confidence intervals for the intercept and dyadic-covariate coefficients of an ame_als fit, built from the conditional sandwich covariance (vcov.ame_als).

Usage

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

Value

A matrix with one row per coefficient and lower/upper bound columns.

Arguments

object

an ame_als fit.

parm

character vector of parameter names, or integer indices; if NULL (default) all available coefficients are returned.

level

confidence level (default 0.95).

...

passed to vcov.ame_als (e.g. cluster).

Details

These intervals are a fast convenience. They are conditional (the additive and multiplicative effects are held fixed) and therefore anti-conservative, and they cover only the regression coefficients the sandwich covariance is defined for -- not the node-covariate, additive or multiplicative parameters. For fully-propagated intervals on all parameters, use ame_als_bootstrap and confint.boot_ame.

See Also

ame_als_bootstrap for bootstrap intervals on all parameters.