Calculate confidence intervals

Description

Calculate confidence intervals for bootstrapped robust linear regression estimates with or without compositional data

Usage

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## S3 method for class 'bccomplmrob'
confint(object, parm, level = 0.95, type = c("bca",
  "perc", "norm", "basic", "stud"), ...)

## S3 method for class 'bclmrob'
confint(object, parm, level = 0.95, type = c("bca",
  "perc", "norm", "basic", "stud"), ...)

Arguments

object

an object returned from bootcoefs.

parm

a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered.

level

the confidence level required.

type

the type of interval required (see the type argument of boot.ci).

...

currently ignored.

Methods (by class)

  • bccomplmrob: for bootstrapped estimates of robust linear regression models for compositional data

  • bclmrob: for bootstrapped estimates of robust linear regression models

Examples

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data <- data.frame(lifeExp = state.x77[, "Life Exp"], USArrests[ , -3])
mUSArr <- complmrob(lifeExp ~ ., data = data)
bc <- bootcoefs(mUSArr, R = 200) # the number of bootstrap replicates should
                                 # normally be higher!
confint(bc, level = 0.95, type = "perc")

### For normal robust linear regression models ###
require(robustbase)
data(aircraft)

mod <- lmrob(Y ~ ., data = aircraft)
bootEst <- bootcoefs(mod, R = 200)
confint(bootEst, level = 0.95, type = "perc")