R: Confidence Intervals on lmList Coefficients

intervals.lmList {nlme} | R Documentation

## 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

    ## S3 method for class 'lmList'
    intervals(object, level, pool, ...)

### Arguments

`object` | an object inheriting from class `lmList`, representing a list of `lm` objects with a common model.
`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")`.
`...` | some methods for this generic require additional arguments. None are used in this method.

### Value

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

### Author(s)

Jose Pinheiro and Douglas Bates bates@stat.wisc.edu

### References

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

### See Also

`lmList`, `intervals`, `plot.intervals.lmList`

### Examples

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

[Package nlme version 3.1-104 Index]