mblm (version 0.12.1)

confint.mblm: Confidence Intervals for 'mblm' Model

Description

Computes confidence intervals for one or more parameters in a fitted model of 'mblm' class.

Usage

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

Arguments

object

a fitted model object

parm

a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. Not yet implemented for 'mblm'

level

the confidence level required

...

additional arguments

Value

A matrix (or vector) with columns giving lower and upper confidence limits for each parameter.

Details

This function computes confidence intervals for slope and intercept in linear model based on single median or repeated medians. The confidence intervals are computed in simpliest way, as confidence interval for the median of all slopes or intercepts found during fitting.

References

Sen, P.K. (1968). Estimates of Regression Coefficient Based on Kendall's tau. J. Am. Stat. Ass. 63, 324, 1379-1389.

See Also

mblm, summary.mblm

Examples

# NOT RUN {
set.seed(1234)
x <- 1:100+rnorm(100)
y <- x+rnorm(100)
y[100] <- 200
fit <- mblm(y~x)
fit
summary(fit)
confint(fit)
# }