ci: Confidence Intervals of Estimates of Regression Coefficients

In jeksterslabds/jeksterslabRlinreg: Jekster's Lab Linear Regression Utilities

Description

Confidence Intervals of Estimates of Regression Coefficients

Usage

ci(betahat, sehatbetahat, n, k)

Arguments

betahat	Numeric vector of length k or k by 1 matrix. The vector \boldsymbol{\hat{β}} is a k \times 1 vector of estimates of k unknown regression coefficients.
sehatbetahat	Numeric vector. Standard errors of regression coefficients.
n	Integer. Sample size.
k	Integer. Number of regressors including a regressor whose value is 1 for each observation on the first column.

Value

Returns a matrix with the following columns

ci_0.05

Lower limit 99.99% confidence interval.

ci_0.5

Lower limit 99% confidence interval.

ci_2.5

Lower limit 95% confidence interval.

ci_97.5

Upper limit 95% confidence interval.

ci_99.5

Upper limit 99% confidence interval.

ci_99.95

Upper limit 99.99% confidence interval.

Author(s)

Ivan Jacob Agaloos Pesigan

See Also

Other hypothesis testing functions: .anovatable(), anovatable(), nhst()

jeksterslabds/jeksterslabRlinreg documentation built on Jan. 7, 2021, 8:30 a.m.