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confint method for islasso objects

confint.islasso.Rd

Computes confidence intervals for islasso objects using a Wald-type approach.

Usage

# S3 method for class 'islasso'
confint(object, parm, level = 0.95, type.ci = "wald", trace = TRUE, ...)

Arguments

object

A fitted model object of class "islasso".

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.

type.ci

Character. Only Wald-type confidence intervals are implemented yet! Set type.ci = "wald" to use estimates and standard errors to build the confidence interval.

trace

Logical. If TRUE (default), a bar shows the iterations status.

...

Additional arguments for methods.

Details

confint method for islasso objects

See also

islasso.fit, summary.islasso, residuals.islasso, logLik.islasso, predict.islasso, deviance.islasso

Author

Maintainer: Gianluca Sottile <gianluca.sottile@unipa.it>

Examples

n <- 100; p <- 100; p1 <- 10
beta.veri <- sort(round(c(seq(0.5, 3, length.out = p1 / 2),
                          seq(-1, -2, length.out = p1 / 2)), 2))
beta <- c(beta.veri, rep(0, p - p1))
sim <- simulXy(n = n, p = p, beta = beta, seed = 1, family = gaussian())
o <- islasso(y ~ ., data = sim$data, family = gaussian())

ci <- confint(o, type.ci = "wald", parm = 1:11)
ci
#>              2.5 %    97.5 % 
#> (Intercept)  -0.1670   0.1844
#> X1           -2.1205  -1.7329
#> X2           -1.8034  -1.4229
#> X3           -1.6206  -1.2367
#> X4           -1.4054  -1.0080
#> X5           -1.0053  -0.6189
#> X6            0.2125   0.5971
#> X7            0.7503   1.1287
#> X8            1.4421   1.8337
#> X9            2.1272   2.5349
#> X10           2.6811   3.0830
plot(ci)