confint.smoothSurvReg {smoothSurv}R Documentation

Confidence Intervals for Regression Parameters of 'smoothSurvReg' Model

Description

Computes confidence intervals for one or more regression related parameters (regression coefficients, scale parameter or regression coefficients in a model for scale) for a 'smoothSurvReg' model.

Usage

## S3 method for class 'smoothSurvReg'
confint(object, parm, level = 0.95,
    method = c("pseudo-variance", "asymptotic"), ...)

Arguments

object

Object of class smoothSurvReg.

parm

A specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered.

level

The confidence level required.

method

Type of confidence intervals to b calculated. Option “pseudo-variance” provides confidence intervals derived from inverted minus second derivatives of the penalized log-likelihood (pseudo-variance matrix), option “asymptotic” provides confidence intervals derived from the asyptotic covariance matrix of the parameter estimates.

...

Argument included in the function parameters for the compatibility with the generic function.

Value

A matrix (or vector) with columns giving lower and upper confidence limits for each parameter. These will be labelled as (1 - level)/2 and 1 - (1 - level)/2 in % (by default 2.5 % and 97.5 %).

Author(s)

Arnošt Komárek arnost.komarek@mff.cuni.cz

See Also

smoothSurvReg


[Package smoothSurv version 2.6 Index]