[R] confint.lm in MASS

[Giovanni Petris]

I don't know if this has already come up in the list or elsewhere - a
quick search did't show anything relevant - but I think it's worth of
mention. The confint.lm function in package MASS doesn't work
correctly when called on a subset of parameters. The bug, easy to fix,
is that confidence intervals are computed for all parameters anyway,
and then assigned to a matrix which is too small for all of them (see
function body below). 
As I said, I think it's worth knowing it.

Best,
Giovanni


> confint.lm
function (object, parm, level = 0.95, ...) 
{
    cf <- coef(object)
    pnames <- names(cf)
    if (missing(parm)) 
        parm <- seq(along = pnames)
    else if (is.character(parm)) 
        parm <- match(parm, pnames, nomatch = 0)
    a <- (1 - level)/2
    a <- c(a, 1 - a)
    pct <- paste(round(100 * a, 1), "%")
    ci <- array(NA, dim = c(length(parm), 2), dimnames = list(pnames[parm], 
        pct))
    ses <- sqrt(diag(vcov(object)))
    fac <- qt(a, object$df.residual)
    ci[] <- cf + ses %o% fac
    ci
}

-- 

 __________________________________________________
[                                                  ]
[ Giovanni Petris                 GPetris at uark.edu ]
[ Department of Mathematical Sciences              ]
[ University of Arkansas - Fayetteville, AR 72701  ]
[ Ph: (479) 575-6324, 575-8630 (fax)               ]
[ http://definetti.uark.edu/~gpetris/              ]
[__________________________________________________]