intervals.gls              package:nlme              R Documentation

Confidence Intervals on gls Parameters

Description:

     Approximate confidence intervals for the parameters in the linear
     model represented by 'object' are obtained, using a normal
     approximation to the distribution of the (restricted) maximum
     likelihood estimators (the estimators are assumed to have a normal
     distribution centered at the true parameter values and with
     covariance matrix equal to the negative inverse Hessian matrix of
     the (restricted) log-likelihood evaluated at the estimated
     parameters). Confidence intervals are obtained in an unconstrained
     scale first, using the normal approximation, and, if necessary,
     transformed to the constrained scale.

Usage:

     ## S3 method for class 'gls':
     intervals(object, level, which, ...)

Arguments:

  object: an object inheriting from class 'gls', representing a
          generalized least squares fitted linear model.

   level: an optional numeric value for the interval confidence level.
          Defaults to 0.95.

   which: an optional character string specifying the subset of
          parameters for which to construct the confidence intervals.
          Possible values are '"all"' for all parameters, '"var-cov"'
          for the variance-covariance parameters only, and '"coef"' for
          the linear model coefficients  only. Defaults to '"all"'.

     ...: some methods for this generic require additional arguments. 
          None are used in this method.

Value:

     a list with components given by data frames with rows
     corresponding to parameters and columns 'lower', 'est.', and
     'upper' representing respectively lower confidence limits, the
     estimated values, and upper confidence limits for the parameters.
     Possible components are: 

    coef: linear model coefficients, only present when 'which' is not
          equal to '"var-cov"'.

corStruct: correlation parameters, only present when 'which' is not
          equal to '"coef"' and a  correlation structure is used in
          'object'.

 varFunc: variance function parameters, only present when 'which' is
          not equal to '"coef"' and a variance function structure is
          used in 'object'.

   sigma: residual standard error.

Author(s):

     Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates
     bates@stat.wisc.edu

See Also:

     'gls', 'print.intervals.gls'

Examples:

     data(Ovary)
     fm1 <- gls(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), Ovary,
                correlation = corAR1(form = ~ 1 | Mare))
     intervals(fm1)

