

confint(MASS)                                R Documentation

_C_o_n_f_i_d_e_n_c_e _I_n_t_e_r_v_a_l_s _f_o_r _M_o_d_e_l _P_a_r_a_m_e_t_e_r_s

_D_e_s_c_r_i_p_t_i_o_n_:

     Computes confidence intervals for one or more parame-
     ters in a fitted model. Methods currently exist for
     `glm' and `nls' fits.

_U_s_a_g_e_:

     confint(object, parm = <<see below>>, level = 0.95, ...)

_A_r_g_u_m_e_n_t_s_:

  object: a fitted model object. Methods currently exist for
          the classes `"glm"', `"nls"' and for profile
          objects from these classes.

    parm: a specification of which parameters are to be
          given confidence intervals, either a vector of
          numbers or a vector of names. If missing, all
          parameters are considered.

   level: the confidence level required.

     ...: additional argument(s) for methods - the `glm'
          methods allows `trace'.

_D_e_t_a_i_l_s_:

     `confint' calls the appropriate profile method, then
     finds the confidence intervals by interpolation in the
     profile traces.  If the profile object is already
     available it should be used as the main argument rather
     than the fitted model object itself.

_V_a_l_u_e_:

     A matrix (or vector) with columns giving lower and
     upper confidence limits for each parameter. These will
     be labelled as (1-level)/2 and 1 - (1-level)/2 in % (by
     default 2.5% and 97.5%).

_S_e_e _A_l_s_o_:

     `profile'

_E_x_a_m_p_l_e_s_:

     expn2 <- deriv(~b0 + b1*((w0 - b0)/b1)^(x/d0),
              c("b0","b1","d0"), function(b0, b1, d0, x, w0) {})

     wtloss.init <- function(obj, w0) {
       p <- coef(obj)
       d0 <-  - log((w0 - p["b0"])/p["b1"])/log(2) * p["th"]
       c(p[c("b0", "b1")], d0 = as.vector(d0))
     }

     out <- NULL
     w0s <- c(110, 100, 90)
     for(w0 in w0s) {
         fm <- nls(Weight ~ expn2(b0, b1, d0, Days, w0),
                   wtloss, start = wtloss.init(wtloss.gr, w0))
         out <- rbind(out, c(coef(fm)["d0"], confint(fm, "d0")))
       }
     dimnames(out) <- list(paste(w0s, "kg:"),  c("d0", "low", "high"))
     out

