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
A single numeric for the critical value for calibration of empirical likelihood ratio statistic. Defaults to
NULLand set to
qchisq(level, 1L). If non-
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 %,
Owen A (1990). “Empirical Likelihood Ratio Confidence Regions.” The Annals of Statistics, 18(1), 90--120. doi:10.1214/aos/1176347494 .