coef_CI: Confidence Intervals and Estimates of Each Regression...

In nvarshney20/STA141CFinal: Implementation of Multiple Linear Regression using BLB

Description

This function takes in a list of linear regression coefficient estimates generated by a Bag of Little Bootstraps procedure. Then, empirical confidence intervals and point estimates of each coefficient are determined for each subsample. Afterwards, the endpoints of all confidence intervals are averaged to form overall confidence intervals, and point estimates are averaged to form overall estimates. It should be noted that the confidence intervals are not multiple confidence intervals. For Bonferroni-corrected confidence intervals, divide the desired value of alpha by the number of regression coefficients.

Usage

coef_CI(lrbs, alpha = 0.05)

Arguments

lrbs	A linear_reg_bs or linear_reg_bs_par object containing BLB regression coefficient estimates.
alpha	The significance level. Default value is 0.05.

Value

The overall confidence interval for each regression coefficient, along with its overall estimate.

nvarshney20/STA141CFinal documentation built on March 20, 2020, 12:48 a.m.