| confint {stats} | R Documentation |
Confidence Intervals for Model Parameters
Description
Computes confidence intervals for one or more parameters in a fitted
model. Base has 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 with no default method.
For objects of class "lm" the direct formulae based on t values
are used.
Package MASS contains methods for "glm" and "nls"
objects.
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%).
See Also
confint.nls in package MASS.
Examples
fit <- lm(100/mpg ~ disp + hp + wt + am, data=mtcars)
confint(fit)
confint(fit, "wt")