umauregCI {fabCI} | R Documentation |
Compute the usual t-intervals for the coefficients of a regression model
umauregCI(y, X, alpha = 0.05)
y |
a numeric vector of data |
X |
a design matrix |
alpha |
the type I error rate, so 1-alpha is the coverage rate |
This function computes the 'usual' uniformly most accurate unbiased confidence interval for each coefficient in a linear regression model.
A matrix where each row corresponds to the interval and OLS estimate of a coefficient.
Peter Hoff