confint_sigma2: Confidence interval for sigma2 in lm objects.

In fhernanb/model: This Package Contains Useful Functions for Modeling Regresion

Confidence interval for sigma2 in lm objects.

Description

The confint_sigma2 function computes confidence interval for the sigma2 parameter in a linear model fitted with the lm function.

Usage

confint_sigma2(object, level = 0.95)

Arguments

object	a lm object.
level	the confidence level required.

Value

A matrix with columns giving lower and upper confidence limits.

Examples

# Example for simple linear regression
mod <- lm(dist ~ speed, data=cars)
confint_sigma2(object=mod, level=0.95)
confint_sigma2(object=mod, level=0.80)

# Example for multiple linear regression
mod <- lm(mpg ~ wt + hp, data=mtcars)
confint_sigma2(object=mod, level=0.95)
confint_sigma2(object=mod, level=0.80)

fhernanb/model documentation built on March 3, 2024, 12:15 p.m.