lm.sigma.conf: Confidence Functions for the Noise Standard Deviation of a...

In ddarmon/clp: R Package for Computing Confidence Functions to Accompany CLP

Description

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

Usage

lm.sigma.conf(mod, plot = TRUE, conf.level = 0.95)

Arguments

mod	an output from lm
plot	whether to plot the confidence density and curve
conf.level	the confidence level for the confidence interval indicated on the confidence curve

Value

A list containing the confidence functions pconf, dconf, cconf, and qconf for the noise standard deviation, 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

# Prediction of body fat percentage from other body measurements.

data(fat)

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

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

display.cconf(sigma.conf)

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