confint.mmdml: Confidence Intervals for coefficient estimates of mmdml fits

In dmlalg: Double Machine Learning Algorithms

Description

This is a method for the class mmdml. It computes two-sided confidence intervals for testing the two-sided component-wise null hypotheses H_0: β_j = 0 with the (approximate) asymptotic Gaussian distribution of the coefficient estimator. The method can be applied to objects of class mmdml that typically result from a function call to mmdml.

Usage

## S3 method for class 'mmdml'
confint(object, parm = NULL, level = 0.95, ...)

Arguments

object	An object of class mmdml. This object usually results from a function call to mmdml.
parm	A vector containing the indices for which β_0-entries confidence intervals should be computed. By default, it is set to NULL, in which case confidence intervals for all entries of β_0 are computed.
level	A number between 0 and 1 representing the confidence level. The default is level = 0.95.
...	Further arguments passed to or from other methods.

Value

A matrix with columns giving the lower and upper confidence limits for each entry of β_0. The columns are labelled as These will be labelled as (1-level)/2% and 1 - (1-level)/2%, by default 2.5% and 97.5%.

See Also

mmdml

Examples

## See example(mmdml) for examples

dmlalg documentation built on Feb. 3, 2022, 5:08 p.m.