confint-methods | R Documentation |
confint
in Package stats ~~Method to contruct confidence intervals for objects of class
"gmmfit"
and "gelfit"
.
## S4 method for signature 'gmmfit'
confint(object, parm, level = 0.95, vcov=NULL,
area=FALSE, npoints=50, ...)
## S4 method for signature 'gelfit'
confint(object, parm, level = 0.95, lambda = FALSE,
type = c("Wald", "invLR", "invLM", "invJ"),
fact = 3, corr = NULL, vcov=NULL,
area = FALSE, npoints = 20, cores=4, ...)
## S4 method for signature 'numeric'
confint(object, parm, level = 0.95, gelType="EL",
type = c("Wald", "invLR", "invLM", "invJ"),
fact = 3, vcov="iid", BartlettCorr = FALSE)
## S4 method for signature 'data.frame'
confint(object, parm, level = 0.95, gelType="EL",
type = c("Wald", "invLR", "invLM", "invJ"),
fact = 3, corr = NULL, vcov="iid", npoints=10,
cores=4)
## S4 method for signature 'matrix'
confint(object, parm, level = 0.95, gelType="EL",
type = c("Wald", "invLR", "invLM", "invJ"),
fact = 3, corr = NULL, vcov="iid", npoints=10,
cores=4)
## S4 method for signature 'ANY'
confint(object, parm, level = 0.95, ...)
object |
Object of class |
parm |
Vector of integers or characters for selecting the elements for which the intervals should be computed. |
level |
The confidence level. |
lambda |
Should be compute intervals for the Lagrange multipliers? |
type |
The type of confidence intervals. The default is the Wald interval, and the others are computed by inverting the LR, LM or J specification test. |
fact |
For the inversion of the specification tests,
|
corr |
Correction to apply to the specification tests |
vcov |
For Wald intervals, an optional covariance matrix can be
provided. For |
cores |
The number of cores for |
gelType |
Type of GEL confidence interval. |
npoints |
Number of equally spaced points for the confidence region |
area |
If TRUE, a cnnfidence region is computed. The length of
|
BartlettCorr |
Should we apply the Bartlett correction proposed by DiCiccio et all (1991). Currently only available for intervals on the mean. |
... |
Other arguments to pass to |
signature(object = "ANY")
The method from the stats in used in that case.
signature(object = "gelfit")
Method for any GEL fit class.
signature(object = "gmmfit")
Method for any GMM fit class.
signature(object = "numeric")
It computes the GEL confidence interval for the mean.
signature(object = "data.frame")
It computes the 2D GEL confidence region for the means of two variables.
signature(object = "matrix")
It converts the object into a data.frame and call its method.
DiCiccio, T. and Hall, P. and Romano, J. (1991), Empirical Likelihood is Bartlett Correctable, The Annals of Statistics, 19, 2, 1053–1061.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.