Confidence intervals for estimates of all independent variables in WLS regression
Hello,
You don't have to exchange 'object' by the name of your model, you call
the function with the name of your model:
x <- 1:20
y <- x + rnorm(20)
fit <- lm(y ~ x)
ci_lm(fit)
beta lower upper
(Intercept) 0.6741130 -0.9834827 2.331709
x 0.9575906 0.8192171 1.095964
Hope this helps,
Rui Barradas
Em 30-11-2012 01:07, Torvon escreveu:
Rui, Thank you very much. Are there other things I have to adjust except for exchanging "object" by the name of my model? Torvon On 29 November 2012 08:17, Rui Barradas <ruipbarradas at sapo.pt> wrote:
ci_lm <- function(object, level = 0.95){
summfit <- summary(object)
beta <- summfit$coefficients[, 1]
se <- summfit$coefficients[, 2]
df <- summfit$df[1]
alpha <- 1 - level
lower <- beta + qt(alpha/2, df = df)*se
upper <- beta + qt(1 - alpha/2, df = df)*se
data.frame(beta, lower, upper)
}