Confidence intervals with standard errors provided by vcov.teeMod()

An 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 teeMod model

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.