Confidence intervals for dbreg objects

Description

Confidence intervals for dbreg objects

Usage

## S3 method for class 'dbreg'
confint(object, parm, level = 0.95, fe = FALSE, ...)

Arguments

object	A ‘dbreg’ 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. Default is 0.95.
fe	Should the fixed effects be included? Default is ‘FALSE’.
…	Additional arguments. Currently unused, except to capture superseded arguments.

Examples

library("dbreg")

mod = dbreg(Temp ~ Wind | Month, data = airquality)

# coefficients
coef(mod)

     Wind 
-0.743388 

coef(mod, fe = TRUE)  # include fixed effects

(Intercept)        Wind      Month6      Month7      Month8      Month9 
  74.188474   -0.743388   12.543643   16.362079   16.316286   10.279216 

# confidence intervals
confint(mod)

         2.5 %     97.5 %
Wind -1.037433 -0.4493427

# variance-covariance matrix
vcov(mod)

            (Intercept)        Wind      Month6      Month7      Month8
(Intercept)   4.2205624 -0.25730874 -1.57885933 -1.91972424 -1.95790554
Wind         -0.2573087  0.02213869  0.03001816  0.05934598  0.06263108
Month6       -1.5788593  0.03001816  2.54164270  1.31043885  1.31489316
Month7       -1.9197242  0.05934598  1.31043885  2.61902713  1.39786250
Month8       -1.9579055  0.06263108  1.31489316  1.39786250  2.63712696
Month9       -1.6011594  0.03193685  1.27327443  1.31558217  1.32032119
                 Month9
(Intercept) -1.60115942
Wind         0.03193685
Month6       1.27327443
Month7       1.31558217
Month8       1.32032119
Month9       2.54701213
attr(,"type")
[1] "iid"
attr(,"rss")
[1] 5604.977
attr(,"tss")
[1] 13617.88

# predictions
head(predict(mod, newdata = airquality))

[1] 68.68740 68.24137 64.82179 65.63951 63.55803 63.11199

head(predict(mod, newdata = airquality, interval = "confidence"))

       fit      lwr      upr
1 68.68740 66.16842 71.20639
2 68.24137 65.80451 70.67823
3 64.82179 62.61130 67.03227
4 65.63951 63.44749 67.83153
5 63.55803 61.22919 65.88686
6 63.11199 60.71775 65.50623