View source: R/bootstrapWald.R
| confint.rlmerMod | R Documentation |
Two routes.
method = "Wald"the default and the only path
implemented in this package. Per-coefficient closed-form CI
\hat\beta_k \pm z_{1-\alpha/2} \cdot SE_k with V
taken from vcov(object, type = vcov_type) – so the
"sandwich" option carries through to the interval.
method = "boot" or "BCa"a thin dispatch to
confintROB (Mason, Cantoni &
Ghisletta 2021, 2024) with boot.type forwarded. The
wrapper subsets the returned matrix to the fixed-effect rows so
the shape matches the "Wald" path; variance-component
CIs from confintROB are dropped here. vcov_type
is not honoured on these paths (confintROB uses its own
internal covariance).
## S3 method for class 'rlmerMod'
confint(
object,
parm = NULL,
level = 0.95,
method = c("Wald", "boot", "BCa"),
vcov_type = c("default", "sandwich"),
boot.type = c("parametric", "wild"),
nsim = 1000L,
seed = NULL,
...
)
object |
An |
parm |
Either |
level |
Coverage level; default 0.95. |
method |
One of |
vcov_type |
Covariance to use for |
boot.type |
Bootstrap kind passed to |
nsim |
Bootstrap replicates; default 1000. |
seed |
Optional RNG seed for reproducibility of the bootstrap. |
... |
Additional arguments forwarded to |
Guidance (Koller 2014; Mason et al. 2024). The chi-sq-p Wald limit
is adequate for J \gtrsim 20 groups; the bootstrap earns its
(substantial) cost mainly at smaller J. boot.type =
"wild" is robust to misspecification of the response covariance,
while "parametric" is exact under the fitted central LMM.
method = "BCa" adds the bias-correction-and-acceleration
adjustment to the bootstrap percentile (preferred when the
bootstrap distribution is skewed).
A 2-column matrix with one row per selected fixed-effect
coefficient, columns "<alpha/2> %" /
"<1-alpha/2> %". Attributes "method",
"vcov_type" (and, for the bootstrap paths,
"boot.type") record the options used.
Mason F, Cantoni E, Ghisletta P (2021). Parametric and bootstrap-based inference for linear mixed-effects models in the presence of outliers. Methodology 17(4): 271–293.
Mason F, Cantoni E, Ghisletta P (2024). Bootstrap confidence intervals for fixed effects in mixed-effects models with outliers. Psychological Methods.
vcov,
confintROB
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