ci {logitr} | R Documentation |
Obtain a confidence interval from coefficient draws
Description
Returns a data frame with the columns 'mean', 'lower', and 'upper' reflecting the mean and lower and upper bounds of a confidence interval (quantiles) for every column in a data frame of draws
Usage
ci(df, level = 0.95)
Arguments
df |
A data frame of draws with all numeric columns. |
level |
The sensitivity of the computed confidence interval (CI).
Defaults to |
Examples
library(logitr)
# Estimate a preference space model
mnl_pref <- logitr(
data = yogurt,
outcome = "choice",
obsID = "obsID",
pars = c("price", "feat", "brand")
)
# Obtain 10,000 draws of parameters from model
coefs <- coef(mnl_pref)
covariance <- vcov(mnl_pref)
coef_draws <- as.data.frame(MASS::mvrnorm(10^4, coefs, covariance))
# Compute a confidence interval
ci(coef_draws, level = 0.95)
[Package logitr version 1.1.2 Index]