Last data update: 2014.03.03
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R: Calculate confidence limits for parameters
confint.lvmfit | R Documentation |
Calculate confidence limits for parameters
Description
Calculate Wald og Likelihood based (profile likelihood) confidence intervals
Usage
## S3 method for class 'lvmfit'
confint(object, parm = seq_len(length(coef(object))),
level = 0.95, profile = FALSE, curve = FALSE, n = 20,
interval = NULL, lower = TRUE, upper = TRUE, ...)
Arguments
object |
lvm -object.
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parm |
Index of which parameters to calculate confidence limits for.
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level |
Confidence level
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profile |
Logical expression defining whether to calculate confidence
limits via the profile log likelihood
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curve |
if FALSE and profile is TRUE, confidence limits are
returned. Otherwise, the profile curve is returned.
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n |
Number of points to evaluate profile log-likelihood in
over the interval defined by interval
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interval |
Interval over which the profiling is done
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lower |
If FALSE the lower limit will not be estimated (profile intervals only)
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upper |
If FALSE the upper limit will not be estimated (profile intervals only)
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... |
Additional arguments to be passed to the low level functions
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Details
Calculates either Wald confidence limits:
hat{θ} pm
z_{α/2}*hatσ_{hatθ}
or profile likelihood confidence
limits, defined as the set of value τ:
logLik(hatθ_{τ},τ)-logLik(hatθ)< q_{α}/2
where q_{α} is the α fractile of the χ^2_1
distribution, and hatθ_{τ} are obtained by maximizing the
log-likelihood with tau being fixed.
Value
A 2xp matrix with columns of lower and upper confidence limits
Author(s)
Klaus K. Holst
See Also
bootstrap{lvm}
Examples
m <- lvm(y~x)
d <- sim(m,100)
e <- estimate(y~x, d)
confint(e,3,profile=TRUE)
confint(e,3)
## Reduce Ex.timings
B <- bootstrap(e,R=50)
B
Results
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