Confidence Intervals on lmList Coefficients

DESCRIPTION:

Confidence intervals on the linear model coefficients are obtained for each lm component of object and organized into a three dimensional array. The first dimension corresponding to the names of the object components. The second dimension is given by lower , est., and upper corresponding, respectively, to the lower confidence limit, estimated coefficient, and upper confidence limit. The third dimension is given by the coefficients names.

USAGE:

intervals(object, level, pool) 

REQUIRED ARGUMENTS:

object
an object inheriting from class lmList, representing a list of lm objects with a common model.

OPTIONAL ARGUMENTS:

level
an optional numeric value with the confidence level for the intervals. Defaults to 0.95.
pool
an optional logical value indicating whether a pooled estimate of the residual standard error should be used. Default is attr(object, "pool").

VALUE:

a three dimensional array with the confidence intervals and estimates for the coefficients of each lm component of object.

SEE ALSO:

,

EXAMPLES:

fm1 <- lmList(distance ~ age | Subject, Orthodont) 
intervals(fm1)