% File src/library/stats/man/confint.Rd % Part of the R package, http://www.R-project.org % Copyright 1995-2007 R Core Development Team % Distributed under GPL 2 or later \name{confint} \alias{confint} \alias{confint.default} \title{Confidence Intervals for Model Parameters} \description{ Computes confidence intervals for one or more parameters in a fitted model. There is a default and a method for objects inheriting from class \code{"\link{lm}"}. } \usage{ confint(object, parm, level = 0.95, \dots) } \arguments{ \item{object}{a fitted model object.} \item{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.} \item{level}{the confidence level required.} \item{\dots}{additional argument(s) for methods.} } \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\%). } \details{ \code{confint} is a generic function. The default method assumes asymptotic normality, and needs suitable \code{\link{coef}} and \code{\link{vcov}} methods to be available. The default method can be called directly for comparison with other methods. For objects of class \code{"lm"} the direct formulae based on \eqn{t} values are used. There are stub methods for classes \code{"glm"} and \code{"nls"} which invoke those in package \pkg{MASS} which are based on profile likelihoods. } \seealso{ \code{\link[MASS]{confint.glm}} and \code{\link[MASS]{confint.nls}} in package \pkg{MASS}. } \examples{ fit <- lm(100/mpg ~ disp + hp + wt + am, data=mtcars) confint(fit) confint(fit, "wt") ## from example(glm) (needs MASS to be present on the system) counts <- c(18,17,15,20,10,20,25,13,12) outcome <- gl(3,1,9); treatment <- gl(3,3) glm.D93 <- glm(counts ~ outcome + treatment, family=poisson()) confint(glm.D93) confint.default(glm.D93) # based on asymptotic normality } \keyword{models}