Compute the usual t-intervals for the coefficients of a regression model
umauregCI(y, X, alpha = 0.05)a numeric vector of data
a design matrix
the type I error rate, so 1-alpha is the coverage rate
A matrix where each row corresponds to the interval and OLS estimate of a coefficient.
This function computes the 'usual' uniformly most accurate unbiased confidence interval for each coefficient in a linear regression model.