intervals(object, which)
object
|
an object inheriting from class gls , representing
a generalized least squares fitted linear model.
|
which
|
an optional character string with specifying the subset
of parameters for which to construct the confidence
intervals. Options include "all" for all parameters,
"var-cov" for the variance-covariance parameters only, and
"coef" for the linear model coefficients only. Defaults to
"all" .
|
object
are obtained, using
a normal approximation to the distribution of the (restricted)
maximum likelihood estimators (the estimators are assumed to have a
normal distribution centered at the true parameter values and with
covariance matrix equal to the negative inverse Hessian matrix of the
(restricted) log-likelihood evaluated at the estimated parameters).
Confidence intervals are obtained in an unconstrained scale first,
using the normal approximation, and, if necessary, transformed to the
constrained scale.lower
, est.
, and upper
representing respectively lower confidence limits, the estimated
values, and upper confidence limits for the parameters. Possible
components are:
coef
|
linear model coefficients, only present when which
is not equal to "var-cov" .
|
corStruct
|
correlation parameters, only present when
which is not equal to "coef" and a
correlation structure is used in object .
|
varFunc
|
variance function parameters, only present when
which is not equal to "coef" and a variance function
structure is used in object .
|
sigma
| residual standard error. |
gls
, print.intervals.gls
library(lme) data(Ovary) fm1 <- gls(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), Ovary, correlation = corAR1(form = ~ 1 | Mare)) intervals(fm1)