Bonferroni simultaneous confidence intervals for multiple regression
John Fox described one version of the standard Bonferroni correction. I just got 51 hits from "www.r-project.org" -> Search -> "R Site Search -> "Bonferroni"; you may wish to review them. More generally, a Google search for "Bonferroni" produced "about 347,000" hits, the fifth of which was the NIST / Sematech Engineering Statistics Handbook (http://www.itl.nist.gov/div898/handbook/prc/section4/prc473.htm), which is quite useful for many things. However, if package multcomp or multtest (in Bioconductor) suggested by Dieter Menne will work in your application, they would probably be better than Bonferroni. Bonferroni is like using a sledge hammer to open a can. The sledge hammer would work, but a can opener would be preferable. Bonferroni will work when other things won't, so I would use something like multcomp or multtest when I could and Bonferroni otherwise. hope this helps. spencer graves
John Fox wrote:
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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