Description Usage Arguments Methods (by class) Examples
Calculate confidence intervals for bootstrapped robust linear regression estimates with or without compositional data
1 2 3 4 5 6 7 |
object |
an object returned from |
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 |
... |
currently ignored. |
bccomplmrob
: for bootstrapped estimates of robust linear regression models for compositional data
bclmrob
: for bootstrapped estimates of robust linear regression models
1 2 3 4 5 6 7 8 9 10 11 12 13 | 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")
|
2.5 % 97.5 %
(Intercept) 65.876663 74.368813
Murder -3.399352 -1.415439
Assault -2.738976 1.022458
Rape 2.001424 4.400795
Loading required package: robustbase
2.5 % 97.5 %
[1,] -13.677461260 22.481053820
[2,] -5.329997929 -0.711657719
[3,] -0.573129798 7.812296663
[4,] -0.001130836 0.003389875
[5,] -0.001994485 0.001278911
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