Confidence intervals for a fast AME fit

Wald confidence intervals for the intercept and dyadic-covariate coefficients of an ame_als fit, built from the conditional sandwich covariance (vcov.ame_als).

Usage

# S3 method for class 'ame_als'
confint(object, parm = NULL, level = 0.95, ...)

Arguments

object

an ame_als fit.

parm

character vector of parameter names, or integer indices; if NULL (default) all available coefficients are returned.

level

confidence level (default 0.95).

...

passed to vcov.ame_als (e.g. cluster).

Value

A matrix with one row per coefficient and lower/upper bound columns.

Details

These intervals are a fast convenience. They are conditional (the additive and multiplicative effects are held fixed) and therefore anti-conservative, and they cover only the regression coefficients the sandwich covariance is defined for – not the node-covariate, additive or multiplicative parameters. For fully-propagated intervals on all parameters, use ame_als_bootstrap and confint.boot_ame.

See also

ame_als_bootstrap for bootstrap intervals on all parameters.