confint.dynrCook: Confidence Intervals for Model Parameters

Description Usage Arguments Details Value References Examples

View source: R/dynrCook.R

Description

Confidence Intervals for Model Parameters

Usage

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

Arguments

object

a fitted model object

parm

which parameters are to be given confidence intervals

level

the confidence level

...

further names arguments. Ignored.

Details

The parm argument can be a numeric vector or a vector of names. If it is missing then it defaults to using all the parameters.

These are Wald-type confidence intervals based on the standard errors of the (transformed) parameters. Wald-type confidence intervals are known to be inaccurate for variance parameters, particularly when the variance is near zero (See references for issues with Wald-type confidence intervals).

Value

A matrix with columns giving lower and upper confidence limits for each parameter. These will be labelled as (1-level)/2 and 1 - (1-level)/2 as a percentage (e.g. by default 2.5

References

Pritikin, J.N., Rappaport, L.M. & Neale, M.C. (In Press). Likelihood-Based Confidence Intervals for a Parameter With an Upper or Lower Bound. Structural Equation Modeling. DOI: 10.1080/10705511.2016.1275969

Neale, M. C. & Miller M. B. (1997). The use of likelihood based confidence intervals in genetic models. Behavior Genetics, 27(2), 113-120.

Pek, J. & Wu, H. (2015). Profile likelihood-based confidence intervals and regions for structural equation models. Psychometrica, 80(4), 1123-1145.

Wu, H. & Neale, M. C. (2012). Adjusted confidence intervals for a bounded parameter. Behavior genetics, 42(6), 886-898.

Examples

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# Let cookedModel be the output from dynr.cook
#confint(cookedModel)

dynr documentation built on Feb. 9, 2018, 6:07 a.m.