[R] Regression slope confidence interval

[Achim Zeileis]

On Thu, 29 Sep 2005, Christian Hennig wrote:

> Hi list,
>
> is there any direct way to obtain confidence intervals for the regression
> slope from lm, predict.lm or the like?

There is a confint method: e.g.,

R> fm <- lm(dist ~ speed, data = cars)
R> confint(fm, parm = "speed")
         2.5 %   97.5 %
speed 3.096964 4.767853

hth,
Z

> (If not, is there any reason? This is also missing in some other statistics
> softwares, and I thought this would be quite a standard application.)
> I know that it's easy to implement but it's for
> explanation to people who faint if they have to do their own
> programming...
>
> Christian
>
> *** --- ***
> Christian Hennig
> University College London, Department of Statistical Science
> Gower St., London WC1E 6BT, phone +44 207 679 1698
> chrish at stats.ucl.ac.uk, www.homepages.ucl.ac.uk/~ucakche
>
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