ciSignif: Create Confidence Intervals and Significance Values for a...

Description Usage Arguments Details Value Author(s) Examples

Description

Calculates confidence intervals and significance values for the coefficients of a fitted model to be used in a termtable as produced by regr.

Usage

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ciSignif(estimate, se = NULL, df = Inf, testlevel = 0.05)

Arguments

estimate

vector of coefficients or matrix containing coefficients and their standard errors. The latter is needed if se is not given.

se

vector of standard errors of the coefficients

df

degrees of freedom of the residuals

testlevel

test level

Details

The coefficients divided by standard errors are assumed to be t-distributed with df degrees of freedom. For df==Inf, this is the standard normal distribution.

Value

A data.frame with the variables

estimate, se

coefficients and standard errors

ciLow, ciUp

lower and upper limit of the confidence interval

teststatistic

t-test statistic

signif

significance value, i.e., test statistic divided by critical value, which in turn is the 1-testlevel/2-quantile of the t-distribution.

p.value

p value

p.symbol

the conventional symbol corresponding to the p value

Author(s)

Werner A. Stahel

Examples

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data(d.blast, package="plgraphics")
rr <-
  lm(logst(tremor)~location+log10(distance)+log10(charge), data=d.blast) 
ciSignif(rr) 
ciSignif(summary(rr)$coef)

regr documentation built on Oct. 22, 2019, 3:01 p.m.