Confidence intervals for panglm coefficients

Wald-type intervals estimate +/- z * se, using whichever vcov() the object currently carries (classical by default; HC1/cluster if the fit or a prior vcov.panglm() call set it).

Usage

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

Arguments

object

a "panglm" fit

parm

which parameters (names or indices); defaults to all

level

confidence level

...

unused

Value

a numeric matrix with one row per requested parameter and two columns giving the lower and upper confidence limits, named after the quantiles implied by level (e.g. "2.5 %" and "97.5 %"). Row names are the parameter names.

See also

Other panglm methods: coefplot(), effectcurve(), fitted.panglm(), fixef(), glance.panglm(), logLik.panglm(), model.matrix.panglm(), partialeffects.panordered(), plot.panglm(), plot.panglm_ape(), plot.panglm_effectcurve(), predict.panglm(), predict.panordered(), residuals.panglm(), summary.panglm(), tidy.panglm(), vcov.panglm()

Examples

data(copd)
fit <- panglm(fev1 ~ crp, data = copd, index = c("id", "visit"),
              model = "within", family = "gaussian")
confint(fit)
#>           2.5 %      97.5 %
#> crp -0.04701532 -0.02359432