confint.addreg {addreg}

Confidence Intervals for addreg Model Parameters

Description

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

Usage

## S3 method for class 'addreg'
confint(object, parm, level = 0.95, ...)

Arguments

object

a fitted model object, resulting from a call to addreg.

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) passed to confint.default.

Details

Calculates confidence intervals for model parameters assuming asymptotic normality, using vcov.addreg(object). As such, if the MLE is on the boundary of the parameter space, (i.e. object$boundary == TRUE) the normality assumption is invalid and NA is returned.

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%).

Author(s)

Mark W. Donoghoe [e-mail]

See Also

confint.default, vcov.addreg

Examples

## For an example, see example(addreg)