RE: [R] Bonferroni simultaneous confidence intervals for multipleregression

From: John Fox <jfox_at_mcmaster.ca>
Date: Fri 11 Mar 2005 - 23:29:43 EST


Dear Cara,

You could use the confint() function, setting the level argument to 1 - alpha/length(coefficients(model)), where model is the linear model that you've fit and alpha is the complement of the level of confidence. If you're interested only in a subset of say p coefficients, then use 1 - alpha/p.

I hope this helps,
 John



John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox

> -----Original Message-----
> From: r-help-bounces@stat.math.ethz.ch
> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Cara Gormally
> Sent: Thursday, March 10, 2005 8:41 PM
> To: R-help@stat.math.ethz.ch
> Subject: [R] Bonferroni simultaneous confidence intervals for
> multipleregression
>
> Hi,
>
> I'm having no luck figuring out how to find Bonferroni
> simultaneous confidence intervals to obtain a family of
> estimates in R. Does anyone know how to do this?

> Thank you!
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Mon Mar 14 10:03:51 2005

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