CoeffDiffCI: Confidence Interval for the Difference of Two Coefficients in...

In ModTools: Building Regression and Classification Models

Confidence Interval for the Difference of Two Coefficients in a Linear Model

Description

Calculate the confidence interval for the difference of two coefficients in a linear model.

Usage

CoeffDiffCI(x, coeff, conf.level = 0.95, sides = c("two.sided", "left", "right"))

Arguments

x	the linear model object
coeff	a vector of length two, containing either the names or the index of the two coefficients whose difference should be used
conf.level	confidence level of the interval.
sides	a character string specifying the side of the confidence interval, must be one of "two.sided" (default), "left" or "right". You can specify just the initial letter. "left" would be analogue to a hypothesis of "greater" in a t.test.

Details

This is quite useful in the course of the modelling process.

Value

a numeric vector with 3 elements:

mean	mean
lwr.ci	lower bound of the confidence interval
upr.ci	upper bound of the confidence interval

Author(s)

Andri Signorell <[e-mail]>

See Also

linearHypothesis()

Examples

# get some model first...
r.lm <- FitMod(Fertility ~ ., data=swiss, fitfn="lm")

# calculate the confidence interval for the difference of the
# coefficients Examination and Education
CoeffDiffCI(r.lm, c("Examination", "Education"))

# the test could be calculated as
car::linearHypothesis(r.lm, "Education = Examination")

ModTools documentation built on Sept. 30, 2024, 9:12 a.m.