ci function

Obtain a confidence interval from coefficient draws

Returns a data frame with the columns 'mean', 'lower', and 'upper' reflecting the mean and lower and upper bounds of a confidence interval (quantiles) for every column in a data frame of draws

ci(df, level = 0.95)

Arguments

• df: A data frame of draws with all numeric columns.
• level: The sensitivity of the computed confidence interval (CI). Defaults to level = 0.95, reflecting a 95% CI.

Examples

library(logitr)

# Estimate a preference space model
mnl_pref <- logitr(
  data    = yogurt,
  outcome = "choice",
  obsID   = "obsID",
  pars    = c("price", "feat", "brand")
)

# Obtain 10,000 draws of parameters from model
coefs <- coef(mnl_pref)
covariance <- vcov(mnl_pref)
coef_draws <- as.data.frame(MASS::mvrnorm(10^4, coefs, covariance))

# Compute a confidence interval
ci(coef_draws, level = 0.95)