intervals {saeTrafo}

Confidence intervals on coefficients of an saeTrafo object

Description

Method intervals.NER provides the approximate confidence intervals on the coefficients (fixed effects) of an saeTrafo object.

Usage

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

Arguments

object

an object of type "NER".

level

an optional numeric value with the confidence level for the intervals. Defaults to 0.95.

parm

vector of names to specify which parameters are to be given confidence intervals. If NULL, all parameters are taken into account. Defaults to NULL.

...

additional arguments that are not used in this method.

Details

The generic function intervals is imported from package nlme and re-exported to make the S3-methods available, even though the nlme package itself is not loaded or attached. For default documentation, see intervals.

Value

A matrix with rows corresponding to the parameters and columns containing the lower confidence limits (lower), the estimated values (est.), and upper confidence limits (upper).

See Also

NER_Trafo, intervals

Examples

# Example to extract confidence intervals on coefficients

# Load Data
data("eusilcA_smp")
data("pop_area_size")
data("pop_mean")
data("pop_cov")

# Nested error regression model
NER_model <- NER_Trafo(fixed = eqIncome ~ gender + eqsize + cash +
                       self_empl + unempl_ben + age_ben + surv_ben +
                       sick_ben + dis_ben + rent + fam_allow + house_allow +
                       cap_inv + tax_adj,
                       smp_domains = "district",
                       pop_area_size = pop_area_size,
                       pop_mean = pop_mean, pop_cov = pop_cov,
                       smp_data = eusilcA_smp)

intervals(NER_model)