confint {stats} | R Documentation |
Computes confidence intervals for one or more parameters in a fitted
model. Base has a method for objects inheriting from class
"lm"
.
confint(object, parm, level = 0.95, ...)
object |
a fitted model object. |
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. |
... |
additional argument(s) for methods |
confint
is a generic function. The default method assumes
asymptotic nornality, and needs suitable coef
and
vcov
methods to be available. The default method can be
called directly for comparison with other methods.
For objects of class "lm"
the direct formulae based on t
values are used.
There are stub methods for classes "glm"
and "nls"
which
invoke those in package MASS which are based on profile
likelihoods.
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%).
confint.glm
and confint.nls
in
package MASS.
fit <- lm(100/mpg ~ disp + hp + wt + am, data=mtcars) confint(fit) confint(fit, "wt") ## from example(glm) (needs MASS to be present on the system) counts <- c(18,17,15,20,10,20,25,13,12) outcome <- gl(3,1,9); treatment <- gl(3,3) glm.D93 <- glm(counts ~ outcome + treatment, family=poisson()) confint(glm.D93) confint.default(glm.D93) # based on asympotic normality