confint {stats} | R Documentation |

## Confidence Intervals for Model Parameters

### Description

Computes confidence intervals for one or more parameters in a fitted
model. There is a default and a method for objects inheriting from class
`"lm"`

.

### Usage

confint(object, parm, level = 0.95, ...)

### Arguments

`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. |

### Details

`confint`

is a generic function. The default method assumes
asymptotic normality, 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.

### 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%).

### See Also

`confint.glm`

and `confint.nls`

in
package **MASS**.

### Examples

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 asymptotic normality

[Package

*stats* version 2.5.0

Index]