confint.mmdml {dmlalg}

Confidence Intervals for coefficient estimates of mmdml fits

Description

This is a method for the class mmdml. It computes two-sided confidence intervals for testing the two-sided component-wise null hypotheses H_0: \beta_j = 0 with the (approximate) asymptotic Gaussian distribution of the coefficient estimator. The method can be applied to objects of class mmdml that typically result from a function call to mmdml.

Usage

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

Arguments

object

An object of class mmdml. This object usually results from a function call to mmdml.

parm

A vector containing the indices for which \beta_0-entries confidence intervals should be computed. By default, it is set to NULL, in which case confidence intervals for all entries of \beta_0 are computed.

level

A number between 0 and 1 representing the confidence level. The default is level = 0.95.

...

Further arguments passed to or from other methods.

Value

A matrix with columns giving the lower and upper confidence limits for each entry of \beta_0. The columns are labelled as These will be labelled as (1-level)/2% and 1 - (1-level)/2%, by default 2.5% and 97.5%.

See Also

mmdml

Examples

## See example(mmdml) for examples