Description Usage Arguments Details Value Author(s) References Examples
Computes confidence ellipsiod for a vector of estimable functions in a linear model.
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y |
Responese vector in linear model. |
X |
Design/model matrix or matrix containing values of explanatory variables (generally including intercept). |
A |
Coefficient matrix (A.beta is the vector for which confidence interval is needed). |
alpha |
The non-coverage probability of confidence ellipsoid. |
tol |
A relative tolerance to detect zero singular values while computing generalized inverse, in case X is rank deficient (default = sqrt(.Machine$double.eps)). |
Normal distribution of response (given explanatory variables and/or factors) is assumed.
Returns a list of three objects:
CenterOfEllipse |
Center of ellipsoid. |
MatrixOfEllipse |
Matrix of ellipsoid, for describing quadratic form in terms of the vector of deviations from center of ellipsoid. |
threshold |
Upper limit of quadratic form that completes specification of ellipsoid. |
Debasis Sengupta <shairiksengupta@gmail.com>, Jinwen Qiu <qjwsnow_ctw@hotmail.com>
Sengupta and Jammalamadaka (2019), Linear Models and Regression with R: An Integrated Approach.
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