Confidence intervals for fitted model parameters

Computes confidence intervals for one or more parameters in a fitted model object.

# S3 method for splm
confint(object, parm, level = 0.95, ...)

# S3 method for spautor
confint(object, parm, level = 0.95, ...)

# S3 method for spglm
confint(object, parm, level = 0.95, ...)

# S3 method for spgautor
confint(object, parm, level = 0.95, ...)

Arguments

object: A fitted model object from splm(), spautor(), spglm(), or spgautor().
parm: A specification of which parameters are to be given confidence intervals (a character vector of names). If missing, all parameters are considered.
level: The confidence level required. The default is 0.95.
...: Other arguments. Not used (needed for generic consistency).

Value

Gaussian-based confidence intervals (two-sided and equal-tailed) for the fixed effect coefficients based on the confidence level specified by level. For spglm() or spgautor() fitted model objects, confidence intervals are on the link scale.

Examples

spmod <- splm(z ~ water + tarp,
  data = caribou,
  spcov_type = "exponential", xcoord = x, ycoord = y
)
confint(spmod)
#>                  2.5 %     97.5 %
#> (Intercept)  1.4403871 2.65922493
#> waterY      -0.2094944 0.04330094
#> tarpnone    -0.0720118 0.23211637
#> tarpshade    0.1362743 0.43680835
confint(spmod, parm = "waterY", level = 0.90)
#>              5 %       95 %
#> waterY -0.189173 0.02297954