Confidence Intervals for Multiple Correlation Coefficients (R-Squared and Adjusted R-Squared) — confint.rsqbetasandwich • betaSandwich

Confidence Intervals for Multiple Correlation Coefficients (R-Squared and Adjusted R-Squared)

Usage

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

Arguments

object: Object of class rsqbetasandwich.
parm: 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.
level: the confidence level required.
...: additional arguments.

Value

Returns a matrix of confidence intervals.

Author

Ivan Jacob Agaloos Pesigan

Examples

object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)
std <- BetaHC(object)
rsq <- RSqBetaSandwich(std)
confint(rsq, level = 0.95)
#>         2.5 %   97.5 %
#> rsq -7.163476 8.772529
#> adj -7.746582 9.327709