intervals.gls {nlme} | R Documentation |

## Confidence Intervals on gls Parameters

### Description

Approximate confidence intervals for the parameters in the linear
model represented by `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.

### Usage

## S3 method for class 'gls':
intervals(object, level, which, ...)

### Arguments

`object` |
an object inheriting from class `gls` , representing
a generalized least squares fitted linear model. |

`level` |
an optional numeric value for the interval confidence
level. Defaults to 0.95. |

`which` |
an optional character string specifying the subset
of parameters for which to construct the confidence
intervals. Possible values are `"all"` for all parameters,
`"var-cov"` for the variance-covariance parameters only, and
`"coef"` for the linear model coefficients only. Defaults to
`"all"` . |

`...` |
some methods for this generic require additional
arguments. None are used in this method. |

### Value

a list with components given by data frames with rows corresponding to
parameters and columns `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. |

### Author(s)

Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates bates@stat.wisc.edu

### See Also

`gls`

, `print.intervals.gls`

### Examples

fm1 <- gls(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), Ovary,
correlation = corAR1(form = ~ 1 | Mare))
intervals(fm1)

[Package

*nlme* version 3.1-57

Index]