Computes confidence intervals for one or more parameters in a model.
# S4 method for EL
confint(object, parm, level = 0.95, cv = NULL, control = NULL)
# S4 method for ELMT
confint(object, cv = NULL, control = NULL)
A specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered.
A single numeric for the confidence level required. Defaults to
0.95
.
A single numeric for the critical value for calibration of
empirical likelihood ratio statistic. Defaults to NULL
and set to
qchisq(level, 1L)
. If non-NULL
, level
is ignored.
An object of class ControlEL constructed by
el_control()
. Defaults to NULL
and inherits the control
slot in
object
.
A matrix with columns giving lower and upper confidence limits for
each parameter. In contrast to other methods that rely on studentization,
the lower and upper limits obtained from empirical likelihood do not
correspond to the (1 - level) / 2
and 1 - (1 - level) / 2
in %,
respectively.
Owen A (1990). ``Empirical Likelihood Ratio Confidence Regions.'' The Annals of Statistics, 18(1), 90--120. doi:10.1214/aos/1176347494 .
EL, ELMT, confreg()
, elt()
,
el_control()