| confint.lad {L1pack} | R Documentation |
Confidence intervals from lad models
Description
Computes confidence intervals for one or more parameters in a fitted
model associated to a lad object.
Usage
## S3 method for class 'lad'
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. If missing, all parameters are considered. |
level |
the confidence level required. |
... |
additional argument(s) for related methods. |
Details
confint is a generic function. Confidence intervals associated to lad
objects are asymptotic, and needs suitable coef and vcov
methods to be available.
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%).
See Also
confint.glm and
confint.nls in package MASS.
Examples
fm <- lad(stack.loss ~ ., data = stackloss, method = "BR")
confint(fm) # based on asymptotic normality