lm.beta.conf: Confidence Functions for the Coefficients of a Linear Model

Description Usage Arguments Value References Examples

View source: R/lm.R

Description

Confidence functions for the coefficients of a linear model under Gaussian noise assumptions.

Usage

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Arguments

mod

an output from lm

Value

A list of lists containing the confidence functions pconf, dconf, cconf, and qconf for each coefficient of the linear model, as well as the P-curve and S-curve.

References

Tore Schweder and Nils Lid Hjort. Confidence, likelihood, probability. Vol. 41. Cambridge University Press, 2016.

Examples

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# Prediction of body fat percentage from other body measurements.

data(fat)

mod <- lm(body.fat ~ age + weight + height, data = fat)

beta.conf <- lm.beta.conf(mod)

display.cconf(beta.conf$weight)

ddarmon/clp documentation built on Jan. 25, 2021, 6:22 p.m.