confint.avlm {avlm} | R Documentation |
Confidence Intervals for Anytime-Valid lm (avlm) Objects
Description
Computes confidence intervals for the coefficients of an avlm
object by adjusting
the standard errors using the precision parameter g
and an anytime-valid approach.
Usage
## S3 method for class 'avlm'
confint(object, parm, level = 0.95, ...)
Arguments
object |
An |
parm |
A specification of which parameters are to be given confidence intervals; can be a vector of numbers or names. |
level |
The confidence level required for the intervals. Defaults to 0.95. |
... |
Additional arguments passed to or from other methods. |
Value
A matrix with the lower and upper confidence limits for the specified parameters.
Examples
# Fit a simple linear model using the mtcars dataset
fit <- lm(mpg ~ wt + hp, data = mtcars)
# Convert the standard lm object to an anytime-valid avlm object with precision parameter g = 1
av_fit <- av(fit, g = 1)
# Calculate and print confidence intervals for the coefficients
conf_intervals <- confint(av_fit)
print(conf_intervals)
[Package avlm version 0.1.0 Index]