confint-methods {momentfit} | R Documentation |
confint
in Package stats ~~Method to contruct confidence intervals for objects of class
"gmmfit"
and "gelfit"
.
## S4 method for signature 'gmmfit' confint(object, parm, level = 0.95, vcov=NULL, area=FALSE, npoints=50, ...) ## S4 method for signature 'gelfit' confint(object, parm, level = 0.95, lambda = FALSE, type = c("Wald", "invLR", "invLM", "invJ"), fact = 3, corr = NULL, vcov=NULL, area = FALSE, npoints = 20, cores=4, ...) ## S4 method for signature 'numeric' confint(object, parm, level = 0.95, gelType="EL", type = c("Wald", "invLR", "invLM", "invJ"), fact = 3, vcov="iid") ## S4 method for signature 'data.frame' confint(object, parm, level = 0.95, gelType="EL", type = c("Wald", "invLR", "invLM", "invJ"), fact = 3, vcov="iid", npoints=10, cores=4) ## S4 method for signature 'matrix' confint(object, parm, level = 0.95, gelType="EL", type = c("Wald", "invLR", "invLM", "invJ"), fact = 3, vcov="iid", npoints=10, cores=4) ## S4 method for signature 'ANY' confint(object, parm, level = 0.95, ...)
object |
Object of class |
parm |
Vector of integers or characters for selecting the elements for which the intervals should be computed. |
level |
The confidence level. |
lambda |
Should be compute intervals for the Lagrange multipliers? |
type |
The type of confidence intervals. The default is the Wald interval, and the others are computed by inverting the LR, LM or J specification test. |
fact |
For the inversion of the specification tests,
|
corr |
Correction to apply to the specification tests |
vcov |
For Wald intervals, an optional covariance matrix can be
provided. For |
cores |
The number of cores for |
gelType |
Type of GEL confidence interval. |
npoints |
Number of equally spaced points for the confidence region |
area |
If TRUE, a cnnfidence region is computed. The length of
|
... |
signature(object = "ANY")
The method from the stats in used in that case.
signature(object = "gelfit")
Method for any GEL fit class.
signature(object = "gmmfit")
Method for any GMM fit class.
signature(object = "numeric")
It computes the GEL confidence interval for the mean.
signature(object = "data.frame")
It computes the 2D GEL confidence region for the means of two variables.
signature(object = "matrix")
It converts the object into a data.frame and call its method.