confint-methods: Methods for Function `confint` in Package stats

Description

Method to contruct confidence intervals for objects of class "gmmfit" and "gelfit".

Usage

# S4 method for gmmfit
confint(object, parm, level = 0.95, vcov=NULL,
                    area=FALSE, npoints=50, ...)
# S4 method for gelfit
confint(object, parm, level = 0.95, lambda = FALSE,
                    type = c("Wald", "invLR", "invLM", "invJ"),
                    fact = 3, corr = NULL, vcov=NULL,
                    area = FALSE, npoints = 20, cores=4, ...)
# S4 method for numeric
confint(object, parm, level = 0.95, gelType="EL", 
                    type = c("Wald", "invLR", "invLM", "invJ"),
                    fact = 3, vcov="iid") 
# S4 method for data.frame
confint(object, parm, level = 0.95, gelType="EL", 
                    type = c("Wald", "invLR", "invLM", "invJ"),
                    fact = 3, vcov="iid", npoints=10, 
                    cores=4) 
# S4 method for matrix
confint(object, parm, level = 0.95, gelType="EL", 
                    type = c("Wald", "invLR", "invLM", "invJ"),
                    fact = 3, vcov="iid", npoints=10, 
                    cores=4) 
# S4 method for ANY
confint(object, parm, level = 0.95, ...)

Arguments

object: Object of class "gmmfit", "gelfit", "numeric" or "data.frame".
parm: Vector of integers or characters for selecting the elements for which the intervals should be computed.
level: The confidence level.
lambda: Should be compute intervals for the Lagrange multipliers?
type: The type of confidence intervals. The default is the Wald interval, and the others are computed by inverting the LR, LM or J specification test.
fact: For the inversion of the specification tests, uniroot searches within fact standard error of the coefficient estimates
corr: Correction to apply to the specification tests
vcov: For Wald intervals, an optional covariance matrix can be provided. For "numeric" or "data.frame", it specifies the type of observations.
cores: The number of cores for mclapply. It is set to 1 for Windows OS.
gelType: Type of GEL confidence interval.
npoints: Number of equally spaced points for the confidence region
area: If TRUE, a cnnfidence region is computed. The length of "parm" must be 2 in that case.
...: Other arguments to pass to gmmFit or gelFit.

Methods

signature(object = "ANY"): The method from the stats in used in that case.
signature(object = "gelfit"): Method for any GEL fit class.
signature(object = "gmmfit"): Method for any GMM fit class.
signature(object = "numeric"): It computes the GEL confidence interval for the mean.
signature(object = "data.frame"): It computes the 2D GEL confidence region for the means of two variables.
signature(object = "matrix"): It converts the object into a data.frame and call its method.