| % File src/library/stats/man/confint.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2017 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{confint} |
| \title{Confidence Intervals for Model Parameters} |
| \alias{confint} |
| \alias{confint.default} |
| \alias{confint.lm} |
| \description{ |
| Computes confidence intervals for one or more parameters in a fitted |
| model. There is a default and a method for objects inheriting from class |
| \code{"\link{lm}"}. |
| } |
| \usage{ |
| confint(object, parm, level = 0.95, \dots) |
| } |
| \arguments{ |
| \item{object}{a fitted model object.} |
| \item{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.} |
| \item{level}{the confidence level required.} |
| \item{\dots}{additional argument(s) for methods.} |
| } |
| \value{ |
| A matrix (or vector) with columns giving lower and upper confidence |
| limits for each parameter. These will be labelled as (1-level)/2 and |
| 1 - (1-level)/2 in \% (by default 2.5\% and 97.5\%). |
| } |
| \details{ |
| \code{confint} is a generic function. The default method assumes |
| normality, and needs suitable \code{\link{coef}} and |
| \code{\link{vcov}} methods to be available. The default method can be |
| called directly for comparison with other methods. |
| |
| For objects of class \code{"lm"} the direct formulae based on \eqn{t} |
| values are used. |
| |
| There are stub methods in package \pkg{stats} for classes \code{"glm"} |
| and \code{"nls"} which call those in package \CRANpkg{MASS} (if |
| installed): if the \CRANpkg{MASS} namespace has been loaded, its |
| methods will be used directly. (Those methods are based on profile |
| likelihood.) |
| } |
| \seealso{ |
| \code{\link[MASS:confint]{confint.glm}} and |
| \code{\link[MASS:confint]{confint.nls}} in package \CRANpkg{MASS}. |
| } |
| \examples{ |
| fit <- lm(100/mpg ~ disp + hp + wt + am, data = mtcars) |
| confint(fit) |
| confint(fit, "wt") |
| |
| \donttest{## from example(glm) |
| counts <- c(18,17,15,20,10,20,25,13,12) |
| outcome <- gl(3, 1, 9); treatment <- gl(3, 3) |
| glm.D93 <- glm(counts ~ outcome + treatment, family = poisson()) |
| confint(glm.D93) # needs MASS to be installed |
| confint.default(glm.D93) # based on asymptotic normality} |
| } |
| \keyword{models} |