R: Confidence intervals for parameters of a selm-class object

confint.selm {sn} | R Documentation

## Confidence intervals for parameters of a selm-class object

### Description

Computes confidence intervals for parameters in a selm-class object produces by `selm` fit when the response variable is univariate.

### Usage

      ## S3 method for class 'selm'
    confint(object, parm, level=0.95, param.type, tol=1e-3, ...)

### Arguments

`object` | an object of class `selm` as produced by a call to function `selm` with univariate response.
`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 (default value is `0.95`).
`param.type` | a character string with the required parameterization; it must be either `"CP"` or `"DP"` or `"pseudo-CP"`, or possibly their equivalent lowercase.
`tol` | the desired accuracy (convergence tolerance); this is a parameter passed to `uniroot` for computing the roots of the likelihood-based confidence interval for `alpha`.
`...` | not used, only there for compatibility reasons.

### Details

A description of the methodology underlying `confint.selm` is available in the technical note of Azzalini (2016). This also explains why in certain cases an interval is not constructed and `NA`'s are returned as endpoint.

### Value

An invisible list whose components, described below, are partly different in the one- and the two-parameter cases.

`call` | the calling statement
`<param1>` | values of the first parameter
`<param2>` | values of the second parameter (in a two-parameter case)
`logLik` | numeric vector or matrix of the profile log-likelihood values
`confint` | in the one-parameter case, the confidence interval
`level` | in the one-parameter case, the confidence level
`deviance.contour` | in the two-parameter case, a list of lists whose elements identify each curve of the contour plot

### Author(s)

Adelchi Azzalini

### References

Azzalini, A. (2016). Derivation of various types of intervals from a `selm` object. Technical note distributed with the documentation of the R package `sn`, in file `selm-intervals.pdf`

### See Also

`selm`, `summary.selm`, `profile.selm`,

`makeSECdistr` for the CP/DP parameterizations,

`uniroot` for its `tol` argument

### Examples

    data(ais)
    m1 <-  selm(log(Fe) ~ BMI + LBM, family = "sn", data = ais)
    intervCP <- confint(m1)
    intervDP <- confint(m1, param.type="DP")
    confint(m1, parm=2:3)
    confint(m1, parm=c("omega", "alpha"), param.type="DP")

[Package sn version 1.5-0 Index]