confint {stats} | R Documentation

## Confidence Intervals for Model Parameters

### Description

Computes confidence intervals for one or more parameters in a fitted model. Base has a method for objects inheriting from class `"lm"`.

### Usage

    confint(object, parm, level = 0.95, ...)

### Arguments

`object` | a fitted model object.
`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

### Details

`confint` is a generic function with no default method. For objects of class `"lm"` the direct formulae based on t values are used.

Package MASS contains methods for `"glm"` and `"nls"` objects.

### 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

`confint.nls`

### Examples

    data(mtcars)
    fit <- lm(100/mpg ~ disp + hp + wt + am, data=mtcars)
    confint(fit)
    confint(fit, "wt")

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