spmodel (version 0.8.0)

confint.spmodel: Confidence intervals for fitted model parameters

Description

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

Usage

# S3 method for splm
confint(object, parm, level = 0.95, ...)
# S3 method for spautor
confint(object, parm, level = 0.95, ...)
# S3 method for spglm
confint(object, parm, level = 0.95, ...)
# S3 method for spgautor
confint(object, parm, level = 0.95, ...)

Value

Gaussian-based confidence intervals (two-sided and equal-tailed) for the fixed effect coefficients based on the confidence level specified by level. For spglm() or spgautor() fitted model objects, confidence intervals are on the link scale.

Arguments

object

A fitted model object from splm(), spautor(), spglm(), or spgautor().

parm

A specification of which parameters are to be given confidence intervals (a character vector of names). If missing, all parameters are considered.

level

The confidence level required. The default is 0.95.

...

Other arguments. Not used (needed for generic consistency).

Examples

spmod <- splm(z ~ water + tarp,
  data = caribou,
  spcov_type = "exponential", xcoord = x, ycoord = y
)
confint(spmod)
confint(spmod, parm = "waterY", level = 0.90)