confint.addreg {addreg} | R Documentation |
Computes confidence intervals for one or more parameters in
a fitted addreg
model.
## S3 method for class 'addreg'
confint(object, parm, level = 0.95, ...)
object |
a fitted model object, resulting from a
call to |
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 |
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.
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%).
Mark W. Donoghoe markdonoghoe@gmail.com
## For an example, see example(addreg)