ci.QF: Confidence Intervals for Bias-corrected QF Estimators

In SIHR: Statistical Inference in High Dimensional Regression

Confidence Intervals for Bias-corrected QF Estimators

Description

Computes confidence intervals for bias-corrected estimators; Each row corresponds to a tau value.

Usage

## S3 method for class 'QF'
ci(
  object,
  probability = FALSE,
  alpha = 0.05,
  alternative = c("two.sided", "less", "greater"),
  ...
)

Arguments

object	An object of class 'QF', a result of a call to 'QF'
probability	Whether returns CI with probability transformation or not (default=FALSE)
alpha	Level of significance to construct confidence interval (default=0.05)
alternative	Indicates the alternative hypothesis to construct confidence interval and must be one of "two.sided" (default), "less", or "greater".
...	arguments to pass down

Value

A matrix with columns giving lower and upper confidence limits for bias-corrected estimators, with rows corresponding to different tau.

Examples

## Not run: 
##-- Continuing the QF(.) example:
out = ci(Est)
out

## End(Not run)

SIHR documentation built on April 9, 2023, 5:08 p.m.