R: Confidence Intervals for Model Parameters

confint-MASS {MASS} | R Documentation

## Confidence Intervals for Model Parameters

### Description

Computes confidence intervals for one or more parameters in a fitted model. Package MASS adds methods for `glm` and `nls` fits.

### Usage

    ## S3 method for class 'glm'
    confint(object, parm, level = 0.95, trace = FALSE, ...)

    ## S3 method for class 'nls'
    confint(object, parm, level = 0.95, ...)

### Arguments

`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.

### Details

`confint` is a generic function in package `stats`.

These `confint` methods call the appropriate profile method, then find 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.

### 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%).

### References

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

### See Also

`confint` (the generic and `"lm"` method), `profile`

### Examples

    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")

[Package MASS version 7.3-50 Index]