confint {MASS} | R Documentation

## Confidence Intervals for Model Parameters

### Description

Computes confidence intervals for one or more parameters in a fitted model. Methods currently exist for `lm`, `glm` and `nls` fits.

### Usage

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

### Arguments

`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`.

### Details

`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.

For objects of class `"lm"` the direct formulae based on t values are used.

### Value

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%).

### See Also

`profile`

### Examples

    library(nls)
    data(wtloss)
    expn1 <- deriv(y ~ b0 + b1 * 2^(-x/th), c("b0", "b1", "th"),
                   function(b0, b1, th, x) {})

    wtloss.gr <- nls(Weight ~ expn1(b0, b1, th, Days),
       data = wtloss, start = c(b0=90, b1=95, th=120))

    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