confint-MASS {MASS} | R Documentation |
Computes confidence intervals for one or more parameters in a fitted
model. Package MASS adds methods for glm
and nls
fits.
## S3 method for class 'glm': confint(object, parm, level = 0.95, trace = FALSE, ...) ## S3 method for class 'nls': confint(object, parm, level = 0.95, ...)
object |
a fitted model object. Methods currently exist for the classes
"glm" , "nls" and for profile objects from these classes.
|
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. |
trace |
logical. Should profiling be traced? |
... |
additional argument(s) for methods. |
confint
is a generic function in package base
.
These confint
methods calls
the appropriate profile method, then finds the
confidence intervals by interpolation in the profile traces.
If the profile object is already available it should be used as the
main argument rather than the fitted model object itself.
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%).
Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.
expn1 <- deriv(y ~ b0 + b1 * 2^(-x/th), c("b0", "b1", "th"), function(b0, b1, th, x) {}) wtloss.gr <- nls(Weight ~ expn1(b0, b1, th, Days), data = wtloss, start = c(b0=90, b1=95, th=120)) expn2 <- deriv(~b0 + b1*((w0 - b0)/b1)^(x/d0), c("b0","b1","d0"), function(b0, b1, d0, x, w0) {}) wtloss.init <- function(obj, w0) { p <- coef(obj) d0 <- - log((w0 - p["b0"])/p["b1"])/log(2) * p["th"] c(p[c("b0", "b1")], d0 = as.vector(d0)) } out <- NULL w0s <- c(110, 100, 90) for(w0 in w0s) { fm <- nls(Weight ~ expn2(b0, b1, d0, Days, w0), wtloss, start = wtloss.init(wtloss.gr, w0)) out <- rbind(out, c(coef(fm)["d0"], confint(fm, "d0"))) } dimnames(out) <- list(paste(w0s, "kg:"), c("d0", "low", "high")) out ldose <- rep(0:5, 2) numdead <- c(1, 4, 9, 13, 18, 20, 0, 2, 6, 10, 12, 16) sex <- factor(rep(c("M", "F"), c(6, 6))) SF <- cbind(numdead, numalive = 20 - numdead) budworm.lg0 <- glm(SF ~ sex + ldose - 1, family = binomial) confint(budworm.lg0) confint(budworm.lg0, "ldose")