View source: R/rms_SandwichAddon.R
confint.ols | R Documentation |
confint
function for the ols
This function checks that there is a df.residual
before running the qt()
. If not found it then
defaults to the qnorm()
function. Otherwise it is
a copy of the confint()
function.
## S3 method for class 'ols' confint(object, parm, level = 0.95, ...)
object |
a fitted |
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 methods. |
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
# Generate some data n <- 500 x1 <- runif(n) * 2 x2 <- runif(n) y <- x1^3 + x2 + rnorm(n) library(rms) library(sandwich) dd <- datadist(x1, x2, y) org.op <- options(datadist = "dd") # Main function f <- ols(y ~ rcs(x1, 3) + x2) # Check the bread bread(f) # Check the HC-matrix vcovHC(f, type = "HC4m") # Adjust the model so that it uses the HC4m variance f_rob <- robcov_alt(f, type = "HC4m") # Get the new HC4m-matrix # - this function just returns the f_rob$var matrix vcov(f_rob) # Now check the confidence interval for the function confint(f_rob) options(org.op)
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