Confidence Intervals of Estimates of Regression Coefficients

Confidence Intervals of Estimates of Regression Coefficients

ci(betahat, sehatbetahat, n, k)

Arguments

betahat	Numeric vector of length k or k by 1 matrix. The vector \(\boldsymbol{\hat{\beta}}\) is a \(k \times 1\) vector of estimates of \(k\) unknown regression coefficients.
sehatbetahat	Numeric vector. Standard errors of regression coefficients.
n	Integer. Sample size.
k	Integer. Number of regressors including a regressor whose value is 1 for each observation on the first column.

Value

Returns a matrix with the following columns

ci_0.05

Lower limit 99.99% confidence interval.

ci_0.5

Lower limit 99% confidence interval.

ci_2.5

Lower limit 95% confidence interval.

ci_97.5

Upper limit 95% confidence interval.

ci_99.5

Upper limit 99% confidence interval.

ci_99.95

Upper limit 99.99% confidence interval.

See also

Other hypothesis testing functions: .anovatable(), anovatable(), nhst()

Author

Ivan Jacob Agaloos Pesigan