Bonferroni simultaneous confidence intervals for multipleregression

Dear Cara,

You could use the confint() function, setting the level argument to 1 -
alpha/length(coefficients(model)), where model is the linear model that
you've fit and alpha is the complement of the level of confidence. If you're
interested only in a subset of say p coefficients, then use 1 - alpha/p.

I hope this helps,
 John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
--------------------------------

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch 
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Cara Gormally
Sent: Thursday, March 10, 2005 8:41 PM
To: R-help at stat.math.ethz.ch
Subject: [R] Bonferroni simultaneous confidence intervals for 
multipleregression

Hi,

I'm having no luck figuring out how to find Bonferroni 
simultaneous confidence intervals to obtain a family of 
estimates in R.  Does anyone know how to do this?
Thank you!

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