Confidence region for model parameters

Computes boundary points of a two-dimensional confidence region for model parameters.

Usage

# S4 method for class 'EL'
confreg(object, parm, level = 0.95, cv = NULL, npoints = 50L, control = NULL)

Arguments

object

An object that inherits from EL.

parm

A specification of which parameters are to be given a confidence region, either a vector of numbers or a vector of names. It must be a vector of length two of the form c(x, y). If missing, the first two parameter in object are considered.

level

A single numeric for the confidence level required. Defaults to 0.95. It is ignored if cv is non-NULL.

cv

A single numeric for the critical value for calibration of empirical likelihood ratio statistic. Defaults to NULL and set to qchisq(level, 2L). It must be compatible with the th value in control.

npoints

A single integer for the number of boundary points to compute. Defaults to 50.

control

An object of class ControlEL constructed by el_control(). Defaults to NULL and inherits the control slot in object.

Value

An object of class ConfregEL.

References

Owen A (1990). “Empirical Likelihood Ratio Confidence Regions.” The Annals of Statistics, 18(1), 90–120. doi:10.1214/aos/1176347494 .

See also

EL, confint(), elt(), plot(), el_control()

Examples

data("mtcars")
fit <- el_lm(mpg ~ wt + qsec, data = mtcars)
cr <- confreg(fit, parm = c(2, 3), cv = qchisq(0.90, 2))
plot(cr)