Nothing
### ###
### CONFINT-METHOD FOR gekm ###
### ###
## confint.gekm - confint methode for an object of class gekm
##
## @param object: gekm[1]
## object of class gekm
## @param parm: chr[m] or int[m]
## a character or interger vector specifing the relevant
## regression coefficients
## @param level: num[1]
## confidence level
## @param ...:
## further arguments, not used
##
## @output:
## confidence intervals for the regression coefficients
confint.gekm <- function(object, parm, level = 0.95, scale = FALSE, ...){
cf <- coef(object)
pnames <- names(cf)
if(missing(parm)) parm <- pnames
else if(is.numeric(parm))
parm <- pnames[parm]
p <- (1 - level) / 2
a <- c(p, 1 - p)
df <- nobs(object) - length(cf)
alpha <- qt(a, df)
ses <- sqrt(diag(vcov(object, scale = scale)))[parm]
ci <- cf[parm] + ses %o% alpha
colnames(ci) <- paste(format(100 * a, trim = TRUE, scientific = FALSE, digits = 3L), "%")
ci
}
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