confint.lvmfit: Calculate confidence limits for parameters

In lava: Latent Variable Models

Description

Calculate Wald og Likelihood based (profile likelihood) confidence intervals

Usage

## S3 method for class 'lvmfit'
confint(object, parm = seq_len(length(coef(object))),
  level = 0.95, profile = FALSE, curve = FALSE, n = 20,
  interval = NULL, lower = TRUE, upper = TRUE, ...)

Arguments

object	lvm-object.
parm	Index of which parameters to calculate confidence limits for.
level	Confidence level
profile	Logical expression defining whether to calculate confidence limits via the profile log likelihood
curve	if FALSE and profile is TRUE, confidence limits are returned. Otherwise, the profile curve is returned.
n	Number of points to evaluate profile log-likelihood in over the interval defined by interval
interval	Interval over which the profiling is done
lower	If FALSE the lower limit will not be estimated (profile intervals only)
upper	If FALSE the upper limit will not be estimated (profile intervals only)
...	Additional arguments to be passed to the low level functions

Details

Calculates either Wald confidence limits:

\hat{θ} \pm z_{α/2}*\hatσ_{\hatθ}

or profile likelihood confidence limits, defined as the set of value τ:

logLik(\hatθ_{τ},τ)-logLik(\hatθ)< q_{α}/2

where q_{α} is the α fractile of the χ^2_1 distribution, and \hatθ_{τ} are obtained by maximizing the log-likelihood with tau being fixed.

Value

A 2xp matrix with columns of lower and upper confidence limits

Author(s)

Klaus K. Holst

See Also

bootstrap{lvm}

Examples

m <- lvm(y~x)
d <- sim(m,100)
e <- estimate(y~x, d)
confint(e,3,profile=TRUE)
confint(e,3)
## Not run: 
B <- bootstrap(e,R=100)
B

## End(Not run)

lava documentation built on May 2, 2019, 4:49 p.m.