DeltaMethod: Confidence Intervals by the Delta Method

In RcmdrMisc: R Commander Miscellaneous Functions

Confidence Intervals by the Delta Method

Description

DeltaMethod is a wrapper for the deltaMethod function in the car package. It computes the asymptotic standard error of an arbitrary, usually nonlinear, function of model coefficients, which are named b0 (if there is an intercept in the model), b1, b2, etc., and based on the standard error, a confidence interval based on the normal distribution.

Usage

DeltaMethod(model, g, level = 0.95)
## S3 method for class 'DeltaMethod'
print(x, ...)

Arguments

model	a regression model; see the deltaMethod documentation.
g	the expression — that is, function of the coefficients — to evaluate, as a character string.
level	the confidence level, defaults to 0.95.
x	an object of class "DeltaMethod".
...	optional arguments to pass to print to show the results.

Value

DeltaMethod returns an objects of class "DeltaMethod", for which a print method is provided.

Author(s)

John Fox [e-mail]

See Also

deltaMethod function in the car package

Examples

if (require(car)){
  DeltaMethod(lm(prestige ~ income + education, data=Duncan), "b1/b2")
  }

RcmdrMisc documentation built on Sept. 27, 2023, 1:06 a.m.