umauregCI {fabCI}

UMAU regression coefficient intervals

Description

Compute the usual t-intervals for the coefficients of a regression model

Usage

umauregCI(y, X, alpha = 0.05)

Arguments

y

a numeric vector of data

X

a design matrix

alpha

the type I error rate, so 1-alpha is the coverage rate

Details

This function computes the 'usual' uniformly most accurate unbiased confidence interval for each coefficient in a linear regression model.

Value

A matrix where each row corresponds to the interval and OLS estimate of a coefficient.

Author(s)

Peter Hoff