confint.spmodel function

Confidence intervals for fitted model parameters

Computes confidence intervals for one or more parameters in a fitted model object.

## S3 method for class 'splm'
confint(object, parm, level = 0.95, ...)

## S3 method for class 'spautor'
confint(object, parm, level = 0.95, ...)

## S3 method for class 'spglm'
confint(object, parm, level = 0.95, ...)

## S3 method for class 'spgautor'
confint(object, parm, level = 0.95, ...)

Arguments

• object: A fitted model object from splm(), spautor(), spglm(), or spgautor().
• parm: A specification of which parameters are to be given confidence intervals (a character vector of names). If missing, all parameters are considered.
• level: The confidence level required. The default is 0.95.
• ...: Other arguments. Not used (needed for generic consistency).

Returns

Gaussian-based confidence intervals (two-sided and equal-tailed) for the fixed effect coefficients based on the confidence level specified by level. For spglm() or spgautor() fitted model objects, confidence intervals are on the link scale.

Examples

spmod <- splm(z ~ water + tarp,
  data = caribou,
  spcov_type = "exponential", xcoord = x, ycoord = y
)
confint(spmod)
confint(spmod, parm = "waterY", level = 0.90)