confint.cyclopsFit {Cyclops} | R Documentation |
Confidence intervals for Cyclops model parameters
Description
confinit.cyclopsFit
profiles the data likelihood to construct confidence intervals of
arbitrary level. Usually it only makes sense to do this for variables that have not been regularized.
Usage
## S3 method for class 'cyclopsFit'
confint(
object,
parm,
level = 0.95,
overrideNoRegularization = FALSE,
includePenalty = TRUE,
rescale = FALSE,
...
)
Arguments
object |
A fitted Cyclops model object |
parm |
A specification of which parameters require confidence intervals, either a vector of numbers of covariateId names |
level |
Numeric: confidence level required |
overrideNoRegularization |
Logical: Enable confidence interval estimation for regularized parameters |
includePenalty |
Logical: Include regularized covariate penalty in profile |
rescale |
Boolean: rescale coefficients for unnormalized covariate values |
... |
Additional argument(s) for methods |
Value
A matrix with columns reporting lower and upper confidence limits for each parameter. These columns are labelled as (1-level) / 2 and 1 - (1 - level) / 2 in percent (by default 2.5 percent and 97.5 percent)
Examples
#Generate some simulated data:
sim <- simulateCyclopsData(nstrata = 1, nrows = 1000, ncovars = 2, eCovarsPerRow = 0.5,
model = "poisson")
cyclopsData <- convertToCyclopsData(sim$outcomes, sim$covariates, modelType = "pr",
addIntercept = TRUE)
#Define the prior and control objects to use cross-validation for finding the
#optimal hyperparameter:
prior <- createPrior("laplace", exclude = 0, useCrossValidation = TRUE)
control <- createControl(cvType = "auto", noiseLevel = "quiet")
#Fit the model
fit <- fitCyclopsModel(cyclopsData,prior = prior, control = control)
#Find out what the optimal hyperparameter was:
getHyperParameter(fit)
#Extract the current log-likelihood, and coefficients
logLik(fit)
coef(fit)
#We can only retrieve the confidence interval for unregularized coefficients:
confint(fit, c(0))