Description Usage Arguments Value See Also Examples

`conf_int`

reports confidence intervals for each coefficient estimate in a fitted
linear regression model, using a sandwich estimator for the standard errors
and a small sample correction for the critical values. The small-sample correction is
based on a Satterthwaite approximation.

1 |

`obj` |
Fitted model for which to calculate confidence intervals. |

`vcov` |
Variance covariance matrix estimated using |

`level` |
Desired coverage level for confidence intervals. |

`test` |
Character vector specifying which small-sample corrections to
calculate. |

`coefs` |
Character, integer, or logical vector specifying which
coefficients should be tested. The default value |

`...` |
Further arguments passed to |

A data frame containing estimated regression coefficients, standard errors, and confidence intervals.

1 2 3 4 5 6 7 | ```
data("Produc", package = "plm")
lm_individual <- lm(log(gsp) ~ 0 + state + log(pcap) + log(pc) + log(emp) + unemp, data = Produc)
individual_index <- !grepl("state", names(coef(lm_individual)))
conf_int(lm_individual, vcov = "CR2", cluster = Produc$state, coefs = individual_index)
V_CR2 <- vcovCR(lm_individual, cluster = Produc$state, type = "CR2")
conf_int(lm_individual, vcov = V_CR2, level = .99, coefs = individual_index)
``` |

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