confint.svyglm: Confidence intervals for regression parameters

Description

Computes confidence intervals for regression parameters in svyglm objects. The default is a Wald-type confidence interval, adding and subtracting a multiple of the standard error. The method="likelihood" is an interval based on inverting the Rao-Scott likelihood ratio test. That is, it is an interval where the working model deviance is lower than the threshold for the Rao-Scott test at the specified level.

Usage

# S3 method for svyglm
confint(object, parm, level = 0.95, method = c("Wald", "likelihood"), ddf = NULL, ...)

Value

A matrix of confidence intervals

Arguments

object: svyglm object
parm: numeric or character vector indicating which parameters to construct intervals for.
level: desired coverage
method: See description above
ddf: Denominator degrees of freedom for "likelihood" method, to use a t distribution rather than norma. If NULL, use object$df.residual
...: for future expansion

References

J. N. K. Rao and Alistair J. Scott (1984) On Chi-squared Tests For Multiway Contigency Tables with Proportions Estimated From Survey Data. Annals of Statistics 12:46-60

Examples

Run this code

data(api)
dclus2<-svydesign(id=~dnum+snum, fpc=~fpc1+fpc2, data=apiclus2)

m<-svyglm(I(comp.imp=="Yes")~stype*emer+ell, design=dclus2, family=quasibinomial)
confint(m)
confint(m, method="like",ddf=NULL, parm=c("ell","emer"))