confint.rlmerMod: Confidence intervals for the fixed-effect coefficients of an...

View source: R/bootstrapWald.R

confint.rlmerModR Documentation

Confidence intervals for the fixed-effect coefficients of an rlmer fit.

Description

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).

Usage

## 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,
  ...
)

Arguments

object

An rlmerMod object.

parm

Either NULL (all fixed-effect coefficients), an integer vector of coefficient indices, or a character vector of coefficient names.

level

Coverage level; default 0.95.

method

One of "Wald" (default; closed form), "boot" (bootstrap percentile via confintROB), or "BCa" (bias-corrected bootstrap via confintROB).

vcov_type

Covariance to use for V when method = "Wald": "default" (the linearised lme4 vcov; pre-existing behaviour) or "sandwich" (the robust cluster-sandwich vcov_sandwich; exact for a single nested grouping factor, approximate for crossed designs). Ignored when method = "boot" or "BCa".

boot.type

Bootstrap kind passed to confintROB when method = "boot" or "BCa": one of "parametric" (default) or "wild".

nsim

Bootstrap replicates; default 1000.

seed

Optional RNG seed for reproducibility of the bootstrap.

...

Additional arguments forwarded to confintROB (e.g. clusterID for the wild bootstrap).

Details

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).

Value

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.

References

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.

See Also

vcov, confintROB


robustlmm documentation built on June 21, 2026, 5:12 p.m.