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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/confint.R
\name{confint.lvmfit}
\alias{confint.lvmfit}
\alias{confint.multigroupfit}
\title{Calculate confidence limits for parameters}
\usage{
\method{confint}{lvmfit}(
object,
parm = seq_len(length(coef(object))),
level = 0.95,
profile = FALSE,
curve = FALSE,
n = 20,
interval = NULL,
lower = TRUE,
upper = TRUE,
...
)
}
\arguments{
\item{object}{\code{lvm}-object.}
\item{parm}{Index of which parameters to calculate confidence limits for.}
\item{level}{Confidence level}
\item{profile}{Logical expression defining whether to calculate confidence
limits via the profile log likelihood}
\item{curve}{if FALSE and profile is TRUE, confidence limits are
returned. Otherwise, the profile curve is returned.}
\item{n}{Number of points to evaluate profile log-likelihood in
over the interval defined by \code{interval}}
\item{interval}{Interval over which the profiling is done}
\item{lower}{If FALSE the lower limit will not be estimated (profile intervals only)}
\item{upper}{If FALSE the upper limit will not be estimated (profile intervals only)}
\item{\dots}{Additional arguments to be passed to the low level functions}
}
\value{
A 2xp matrix with columns of lower and upper confidence limits
}
\description{
Calculate Wald og Likelihood based (profile likelihood) confidence intervals
}
\details{
Calculates either Wald confidence limits: \deqn{\hat{\theta} \pm
z_{\alpha/2}*\hat\sigma_{\hat\theta}} or profile likelihood confidence
limits, defined as the set of value \eqn{\tau}:
\deqn{logLik(\hat\theta_{\tau},\tau)-logLik(\hat\theta)< q_{\alpha}/2}
where \eqn{q_{\alpha}} is the \eqn{\alpha} fractile of the \eqn{\chi^2_1}
distribution, and \eqn{\hat\theta_{\tau}} are obtained by maximizing the
log-likelihood with tau being fixed.
}
\examples{
m <- lvm(y~x)
d <- sim(m,100)
e <- estimate(lvm(y~x), d)
confint(e,3,profile=TRUE)
confint(e,3)
\donttest{ ## Reduce Ex.timings
B <- bootstrap(e,R=50)
B
}
}
\seealso{
\code{\link{bootstrap}{lvm}}
}
\author{
Klaus K. Holst
}
\keyword{models}
\keyword{regression}
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