multgee (version 1.8.0)

confint.LORgee: Confidence Intervals for Model Parameters

Description

Computes confidence intervals for one or more parameters in a fitted LORgee model.

Usage

# S3 method for LORgee
confint(object, parm, level = 0.95, method = "robust", ...)

Value

A matrix (or vector) with columns giving lower and upper confidence limits for each parameter. These will be labelled as (1-level)/2 and 1 - (1-level)/2 in % (by default 2.5% and 97.5%).

Arguments

object

a fitted model LORgee object.

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.

method

character indicating whether the sandwich (robust) covariance matrix (method = "robust") or the model--based (naive) covariance matrix (method = "naive") should be used for calculating the confidence intervals.

...

additional argument(s) for methods.

Details

The (Wald-type) confidence intervals are calculated using either the sandwich (robust) or the model-based (naive) covariance matrix.

Examples

fitmod <- ordLORgee(formula = y ~ factor(time) + factor(trt) + factor(baseline),
  data = arthritis, id = id, LORstr = "uniform", repeated = time)
confint(fitmod)