confint.lad: Confidence intervals from 'lad' models

In L1pack: Routines for L1 Estimation

Confidence intervals from lad models

Description

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

Usage

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

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 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.

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%).

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

L1pack documentation built on May 31, 2023, 6:31 p.m.