intervals.lmList: Confidence Intervals on lmList Coefficients
Description
Confidence intervals on the linear model coefficients are obtained for
each lm component of object and organized into a three
dimensional array. The first dimension corresponding to the names
of the object components. The second dimension is given by
lower, est., and upper corresponding,
respectively, to the lower confidence limit, estimated coefficient,
and upper confidence limit. The third dimension is given by the
coefficients names.
Usage
## S3 method for class 'lmList':
intervals(object, level, pool, \dots)
Arguments
object
an object inheriting from class lmList, representing
a list of lm objects with a common model.
level
an optional numeric value with the confidence level for
the intervals. Defaults to 0.95.
pool
an optional logical value indicating whether a pooled
estimate of the residual standard error should be used. Default is
attr(object, "pool").
...
some methods for this generic require additional
arguments. None are used in this method.
Value
a three dimensional array with the confidence intervals and estimates
for the coefficients of each lm component of object.
References
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models
in S and S-PLUS", Springer.