L1pack (version 0.52)

confint.lad: Confidence intervals from lad models

Description

Computes confidence intervals for one or more parameters in a fitted model associated to a lad object.

Usage

# S3 method for lad
confint(object, parm, level = 0.95, ...)

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%).

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 related methods.

Details

confint is a generic function. Confidence intervals associated to lad objects are asymptotic, and needs suitable coef and vcov methods to be available.

See Also

confint.glm and confint.nls in package MASS.

Examples

fm <- lad(stack.loss ~ ., data = stackloss, method = "BR")
confint(fm) # based on asymptotic normality