[R] Regression slope confidence interval

[Renaud Lancelot]

Sorry, I forgot confint and I made a mistake in my suggestion which 
should be:

cbind(estimate = coef(lm.D9),
       lower = coef(lm.D9) - 1.96 * sqrt(diag(vcov(lm.D9))),
       upper = coef(lm.D9) + 1.96 * sqrt(diag(vcov(lm.D9))))

Best,

Renaud

Christian Hennig a écrit :
> Hi list,
> 
> is there any direct way to obtain confidence intervals for the regression
> slope from lm, predict.lm or the like?
> (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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