confint.femlm {FENmlm} | R Documentation |
This function computes the confidence interval of parameter estimates obtained from a model estimated with femlm
.
## S3 method for class 'femlm' confint(object, parm, level = 0.95, se = c("standard", "white", "cluster", "twoway", "threeway", "fourway"), cluster, dof_correction = FALSE, ...)
object |
An object of class |
parm |
The parameters for which to compute the confidence interval (either an integer vector OR a character vector with the parameter name). If missing, all parameters are used. |
level |
The confidence level. Default is 0.95. |
se |
Character scalar. Which kind of standard error should be computed: “standard” (default), “White”, “cluster”, “twoway”, “threeway” or “fourway”? |
cluster |
A list of vectors. Used only if |
dof_correction |
Logical, default is |
... |
Not currently used. |
Returns a data.frame with two columns giving respectively the lower and upper bound of the confidence interval. There is as many rows as parameters.
Laurent Berge
# Load trade data data(trade) # We estimate the effect of distance on trade (with 3 cluster effects) est_pois = femlm(Euros ~ log(dist_km) + log(Year) | Origin + Destination + Product, trade) # confidence interval with "normal" VCOV confint(est_pois) # confidence interval with "clustered" VCOV (w.r.t. the Origin factor) confint(est_pois, se = "cluster")