confint {stats}R Documentation

Confidence Intervals for Model Parameters

Description

Computes confidence intervals for one or more parameters in a fitted model. Base has a method for objects inheriting from class "lm".

Usage

confint(object, parm, level = 0.95, ...)

Arguments

object a fitted model object.
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 the confidence level required.
... additional argument(s) for methods

Details

confint is a generic function with no default method. For objects of class "lm" the direct formulae based on t values are used.

Package MASS contains methods for "glm" and "nls" objects.

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%).

See Also

confint.nls

Examples

data(mtcars)
fit <- lm(100/mpg ~ disp + hp + wt + am, data=mtcars)
confint(fit)
confint(fit, "wt")
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