confint2.default {quest}

Confidence Intervals from Parameter Estimates and Standard Errors

Description

confint2.default is the default method for the generic function confint2 and computes the statistical information for confidence intervals from parameter estimates, standard errors, and degrees of freedom. If degrees of freedom are not applicable or available, then df can be set to Inf (the default) and critical z-values rather than critical t-values will be used.

Usage

## Default S3 method:
confint2(obj, se, df = Inf, level = 0.95, ...)

Arguments

obj

numeric vector of parameter estimates. A better name for this argument would be est; however, uses of S3 generic functions requires the first argument to be the same name (i.e., obj) across methods.

se

numeric vector of standard errors. Must be the same length as obj.

df

numeric vector of degrees of freedom. Must have length 1 or the same length as obj and se. If degrees of freedom are not applicable or available, then df can be set to Inf (the default) and critical z-values rather than critical t-values will be used.

level

double vector of length 1 specifying the confidence level. Must be between 0 and 1.

...

This argument has no use. Technically, it is additional arguments for confint2.default, but is only included for Roxygen2 to satisfy "checking S3 generic/method consistency".

Value

data.frame with nrow equal to the lengths of obj and se. The rownames are taken from obj, unless obj does not have any names and then the rownames are taken from the names of se. If neither have names, then the rownames are automatic (i.e., 1:nrow()). The columns are the following:

est

parameter estimates

se

standard errors

lwr

lower bound of the confidence intervals

upr

upper bound of the confidence intervals

See Also

confint2.boot nhst

Examples

# single estimate
confint2.default(obj = 10, se = 3)

# multiple estimates
est <- colMeans(attitude)
se <- apply(X = str2str::d2m(attitude), MARGIN = 2, FUN = function(vec)
   sqrt(var(vec) / length(vec)))
df <- nrow(attitude) - 1
confint2.default(obj = est, se = se, df = df)
confint2.default(obj = est, se = se) # default is df = Inf and use of ctitical z-values
confint2.default(obj = est, se = se, df = df, level = 0.99)

# error
## Not run: 
confint2.default(obj = c(10, 12), se = c(3, 4, 5))

## End(Not run)