Confidence intervals for parameters of a selm-class object

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Description

Computes confidence intervals for parameters in a selm-class object produces by selm fit when the response variable is univariate.

Usage

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  ## S3 method for class 'selm'
confint(object, parm, level=0.95, param.type, tol=1e-3, ...)

Arguments

object

an object of class selm as produced by a call to function selm with univariate response.

parm

a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered.

level

the confidence level required (default value is 0.95).

param.type

a character string with the required parameterization; it must be either "CP" or "DP" or "pseudo-CP", or possibly their equivalent lowercase.

tol

the desired accuracy (convergence tolerance); this is a parameter passed to uniroot for computing the roots of the likelihood-based confidence interval for alpha.

...

not used, only there for compatibility reasons.

Details

A description of the methodology underlying confint.selm is available in the technical note of Azzalini (2016). This also explains why in certain cases an interval is not constructed and NA's are returned as endpoint.

Value

An invisible list whose components, described below, are partly different in the one- and the two-parameter cases.

call

the calling statement

<param1>

values of the first parameter

<param2>

values of the second parameter (in a two-parameter case)

logLik

numeric vector or matrix of the profile log-likelihood values

confint

in the one-parameter case, the confidence interval

level

in the one-parameter case, the confidence level

deviance.contour

in the two-parameter case, a list of lists whose elements identify each curve of the contour plot

Author(s)

Adelchi Azzalini

References

Azzalini, A. (2016). Derivation of various types of intervals from a selm object. Technical note distributed with the documentation of the R package sn, in file selm-intervals.pdf

See Also

selm, summary.selm, profile.selm,

makeSECdistr for the CP/DP parameterizations,

uniroot for its tol argument

Examples

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data(ais)
m1 <-  selm(log(Fe) ~ BMI + LBM, family = "sn", data = ais)
intervCP <- confint(m1)
intervDP <- confint(m1, param.type="DP")
confint(m1, parm=2:3)    
confint(m1, parm=c("omega", "alpha"), param.type="DP")                                 

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