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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Confidence Intervals for Model Parameters</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for confint {stats}"><tr><td>confint {stats}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Confidence Intervals for Model Parameters</h2> <h3>Description</h3> <p>Computes confidence intervals for one or more parameters in a fitted model. There is a default and a method for objects inheriting from class <code>"<a href="lm.html">lm</a>"</code>. </p> <h3>Usage</h3> <pre> confint(object, parm, level = 0.95, ...) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>object</code></td> <td> <p>a fitted model object.</p> </td></tr> <tr valign="top"><td><code>parm</code></td> <td> <p>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.</p> </td></tr> <tr valign="top"><td><code>level</code></td> <td> <p>the confidence level required.</p> </td></tr> <tr valign="top"><td><code>...</code></td> <td> <p>additional argument(s) for methods.</p> </td></tr> </table> <h3>Details</h3> <p><code>confint</code> is a generic function. The default method assumes normality, and needs suitable <code><a href="coef.html">coef</a></code> and <code><a href="vcov.html">vcov</a></code> methods to be available. The default method can be called directly for comparison with other methods. </p> <p>For objects of class <code>"lm"</code> the direct formulae based on <i>t</i> values are used. </p> <p>There are stub methods in package <span class="pkg">stats</span> for classes <code>"glm"</code> and <code>"nls"</code> which call those in package <a href="https://CRAN.R-project.org/package=MASS"><span class="pkg">MASS</span></a> (if installed): if the <a href="https://CRAN.R-project.org/package=MASS"><span class="pkg">MASS</span></a> namespace has been loaded, its methods will be used directly. (Those methods are based on profile likelihood.) </p> <h3>Value</h3> <p>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%). </p> <h3>See Also</h3> <p><code><a href="../../MASS/html/confint.html">confint.glm</a></code> and <code><a href="../../MASS/html/confint.html">confint.nls</a></code> in package <a href="https://CRAN.R-project.org/package=MASS"><span class="pkg">MASS</span></a>. </p> <h3>Examples</h3> <pre> fit <- lm(100/mpg ~ disp + hp + wt + am, data = mtcars) confint(fit) confint(fit, "wt") ## from example(glm) counts <- c(18,17,15,20,10,20,25,13,12) outcome <- gl(3, 1, 9); treatment <- gl(3, 3) glm.D93 <- glm(counts ~ outcome + treatment, family = poisson()) confint(glm.D93) # needs MASS to be installed confint.default(glm.D93) # based on asymptotic normality </pre> <hr /><div style="text-align: center;">[Package <em>stats</em> version 3.6.0 <a href="00Index.html">Index</a>]</div> </body></html>