[R] Confidence intervals for estimates of all independent variables in WLS regression

[Rui Barradas]

Hello,

You don't have to exchange 'object' by the name of your model, you call 
the function with the name of your model:

x <- 1:20
y <- x + rnorm(20)
fit <- lm(y ~ x)

ci_lm(fit)
                  beta      lower    upper
(Intercept) 0.6741130 -0.9834827 2.331709
x           0.9575906  0.8192171 1.095964

Hope this helps,

Rui Barradas
Em 30-11-2012 01:07, Torvon escreveu:
> Rui,
>
> Thank you very much. Are there other things I have to adjust except for
> exchanging "object" by the name of my model?
> Torvon
>
> On 29 November 2012 08:17, Rui Barradas <ruipbarradas at sapo.pt> wrote:
>
>> ci_lm <- function(object, level = 0.95){
>>       summfit <- summary(object)
>>       beta <- summfit$coefficients[, 1]
>>       se <- summfit$coefficients[, 2]
>>       df <- summfit$df[1]
>>       alpha <- 1 - level
>>       lower <- beta + qt(alpha/2, df = df)*se
>>       upper <- beta + qt(1 - alpha/2, df = df)*se
>>       data.frame(beta, lower, upper)
>> }
>>