confint.matrix: Confidence intervals for general linear hypothesis tests.

In reyesem/reyes482: Provide supplemental functionality for MA482/BE482

Description

Compute asymptotic confidence intervals for linear combinations of a parameter vector

\mathbf{K}β

Usage

## S3 method for class 'matrix'
confint(object, parm, level = 0.95, coef., vcov., ...)

Arguments

object	numeric matrix. The (r by p) K matrix specifying the r linear combinations for which a confidence interval should be generated.
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	confidence level required (default = 0.95).
coef.	numeric vector. Parameter estimates.
vcov.	numeric matrix. Variance-covariance matrix for the parameter estimates.
...	additional arguments (not currently implemented).

Value

A matrix (or vector) with columns giving lower and upper confidence limits for each linear combination.

Examples

carsmod <- lm(dist ~ speed, data = cars)
K <- matrix(c(1, 0, 0, 1, 1, 1), nrow = 3, ncol = 2, byrow = TRUE)

confint(K, coef. = coef(carsmod), vcov. = vcov(carsmod))

reyesem/reyes482 documentation built on March 19, 2021, 8:59 p.m.