Confidence Intervals on lmList Coefficients
Confidence intervals on the linear model coefficients are obtained for
each lm component of object and organized into a three
dimensional array. The first dimension corresponding to the names
of the object components. The second dimension is given by
lower, est., and upper corresponding,
respectively, to the lower confidence limit, estimated coefficient,
and upper confidence limit. The third dimension is given by the
coefficients names.
## S3 method for class 'lmList' intervals(object, level = 0.95, pool = attr(object, "pool"), ...)
object |
an object inheriting from class |
level |
an optional numeric value with the confidence level for the intervals. Defaults to 0.95. |
pool |
an optional logical value indicating whether a pooled
estimate of the residual standard error should be used. Default is
|
... |
some methods for this generic require additional arguments. None are used in this method. |
a three dimensional array with the confidence intervals and estimates
for the coefficients of each lm component of object.
José Pinheiro and Douglas Bates bates@stat.wisc.edu
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
fm1 <- lmList(distance ~ age | Subject, Orthodont) intervals(fm1)
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