confint.welchADFt: Confidence interval for the effect size of model effects

In welchADF: Welch-James Statistic for Robust Hypothesis Testing under Heterocedasticity and Non-Normality

Description

For the effects indicated by the user, extracts confidence intervals for the effect size from an object of class welchADFt returned by a call to welchADF.test.

Usage

## S3 method for class 'welchADFt'
confint(object, parm, level = 0.95, ...)

Arguments

object	a object of (S3 class) welchADF.t
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	confidence level (completely ignored, since the confidence threshold had been in the call to welchADF.test).
...	additional argument(s) for methods.

Value

If effect.size was set to TRUE in the call to welchADF.test, a matrix (or vector) with columns giving lower and upper confidence limits for each parameter. These will be labelled as (1-level)/2 and 1 - (1-level)/2 in If effect.size was set to FALSE, NULL is returned.

See Also

welchADF.test, confint.lm

welchADF documentation built on Sept. 8, 2019, 9:02 a.m.