# confint.ols: A confint function for the ols In gforge/Greg: Regression Helper Functions

## Description

This function checks that there is a df.residual before running the `qt()`. If not found it then defaults to the `qnorm()` function. Otherwise it is a copy of the `confint()` function.

## Usage

 ```1 2``` ```## S3 method for class 'ols' confint(object, parm, level = 0.95, ...) ```

## Arguments

 `object` a fitted ols-model object. `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. `...` additional argument(s) for methods.

## Value

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

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27``` ```# Generate some data n <- 500 x1 <- runif(n)*2 x2 <- runif(n) y <- x1^3 + x2 + rnorm(n) library(rms) library(sandwich) dd <- datadist(x1, x2, y) org.op <- options(datadist = "dd") # Main function f <- ols(y ~ rcs(x1, 3) + x2) # Check the bread bread(f) # Check the HC-matrix vcovHC(f, type="HC4m") # Adjust the model so that it uses the HC4m variance f_rob <- robcov_alt(f, type="HC4m") # Get the new HC4m-matrix # - this function just returns the f_rob\$var matrix vcov(f_rob) # Now check the confidence interval for the function confint(f_rob) options(org.op) ```

gforge/Greg documentation built on Nov. 16, 2019, 3:43 p.m.