add_ci.lm: Confidence Intervals for Linear Model Predictions

In ciTools: Confidence or Prediction Intervals, Quantiles, and Probabilities for Statistical Models

Description

This function is one of the methods in add_ci and automatically is called when an object of class lm is passed to add_ci.

Usage

## S3 method for class 'lm'
add_ci(
  df,
  fit,
  alpha = 0.05,
  names = NULL,
  yhatName = "pred",
  log_response = FALSE,
  ...
)

Arguments

df	A data frame.
fit	An object of class lm. Predictions are made with this object.
alpha	A real number between 0 and 1. Controls the confidence level of the interval estimates.
names	NULL or character vector of length two. If NULL, confidence bounds automatically will be named by add_ci, otherwise, the lower confidence bound will be named names[1] and the upper confidence bound will be named names[2].
yhatName	A string. Name of the vector of the predictions made for each observation in df
log_response	Logical. Default is FALSE. If TRUE, confidence intervals will be generated for the response level of a log-linear model: log(Y) = Xβ + ε.
...	Additional arguments.

Details

Confidence intervals for lm objects are calculated parametrically. This function is essentially a wrapper for predict(fit, df, interval = "confidence") if fit is a linear model. If log_response = TRUE, confidence intervals for the response are calculated using Wald's Method. See Meeker and Escobar (1998) for details.

Value

A dataframe, df, with predicted values, upper and lower confidence bounds attached.

See Also

add_pi.lm for prediction intervals for lm objects, add_probs.lm for conditional probabilities of lm objects, and add_quantile.lm for response quantiles of lm objects.

Examples

# Fit a linear model
fit <- lm(dist ~ speed, data = cars)
# Get fitted values for each observation in cars, and append
# confidence intervals
add_ci(cars, fit)
# Try a different confidence level
add_ci(cars, fit, alpha = 0.5)
# Try custom names for the confidence bounds
add_ci(cars, fit, alpha = 0.5, names = c("lwr", "upr"))

ciTools documentation built on Jan. 13, 2021, 7 a.m.