Confidence Intervals for iZIP Model Parameters

Source: R/inference.R

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

# S3 method for izip
confint(object, parm, level = 0.95, ...)

# S3 method for tsizip
confint(object, parm, level = 0.95, ...)

Arguments

object

an object class 'izip' or 'tsizip', obtained from a call to glm.izip or tsglm.izip.
parm

a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names (comparing to those provided by coef()) . If missing, all parameters are considered.
level

the confidence level required.
...

other arguments passed to or from other methods (currently unused).

Value

A matrix (or vector) with columns giving lower and upper confidence limits for each parameter. These will be labelled as (1-level)/2 and 1 - (1-level)/2 in % (by default 2.5% and 97.5%).

Examples

data(bioChemists)
M_bioChem <- glm.izip(art ~ ., data = bioChemists)
confint(M_bioChem)

#>                   2.5 %      97.5 %
#> (Intercept)  0.09261810  0.55651638
#> femWomen    -0.35207646 -0.10516958
#> marMarried   0.02051290  0.29726928
#> kid5        -0.28028826 -0.09879790
#> phd         -0.04917707  0.06941332
#> ment         0.02042481  0.02894963
# 90% CI for 'ment' only
confint(M_bioChem, parm = "ment", level = 0.9)

#>             5 %       95 %
#> ment 0.02111009 0.02826435

data(arson)
M_arson <- tsglm.izip(arson ~ 1, past_mean_lags = 1, past_obs_lags = c(1, 2))
confint(M_arson)

#> Called from: confint.tsizip(M_arson)
#> debug: cf <- coef(object)
#> debug: ses <- object$stderr
#> debug: pnames <- names(ses) <- names(cf)
#> debug: if (missing(parm)) {
#>     parm <- pnames
#> } else if (is.numeric(parm)) {
#>     parm <- pnames[parm]
#> }
#> debug: parm <- pnames
#> debug: a <- (1 - level)/2
#> debug: a <- c(a, 1 - a)
#> debug: fac <- qnorm(a)
#> debug: pct <- format.perc(a, 3)
#> debug: ci <- array(NA_real_, dim = c(length(parm), 2L), dimnames = list(parm, 
#>     pct))
#> debug: ci[] <- cf[parm] + ses[parm] %o% fac
#> debug: ci
#>                    2.5 %    97.5 %
#> (Intercept) -0.109465665 1.7724965
#> beta_1      -0.137404909 0.1901232
#> beta_2       0.001429144 0.3497717
#> alpha_1     -0.913769353 0.9137694