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 in package stats for classes `"glm"` and `"nls"` which call those in package MASS (if installed): if the MASS namespace has been loaded, its methods will be used directly. (Those methods are based on profile likelihood.)

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%).

`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)
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) # needs MASS to be installed
confint.default(glm.D93)  # based on asymptotic normality
```

[Package stats version 3.5.0 Index]