Confidence intervals with standard errors provided by vcov.teeMod()
Source: R/teeMod.R
confint.teeMod.RdAn S3method for stats::confint that uses standard errors
computed using vcov.teeMod(). Additional arguments passed to this
function, such as cluster and type, specify the arguments of
the vcov.teeMod() call.
Usage
# S3 method for class 'teeMod'
confint(object, parm, level = 0.95, ...)Arguments
- object
a fitted
teeModmodel- 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 arguments to pass to
vcov.teeMod()
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%)
Details
Rather than call stats::confint.lm(),
confint.teeMod() calls .confint_lm(), a function internal to
the propertee package that ensures additional arguments in the
... of the confint.teeMod() call are passed to the internal
vcov() call.