Confidence Interval for the Difference of Two Coefficients in a Linear Model

Calculate the confidence interval for the difference of two coefficients in a linear model.

Usage

CoeffDiffCI(x, coeff, conf.level = 0.95, sides = c("two.sided", "left", "right"))

Arguments

x

the linear model object

coeff

a vector of length two, containing either the names or the index of the two coefficients whose difference should be used

conf.level

confidence level of the interval.

sides

a character string specifying the side of the confidence interval, must be one of "two.sided" (default), "left" or "right". You can specify just the initial letter. "left" would be analogue to a hypothesis of "greater" in a t.test.

Details

This is quite useful in the course of the modelling process.

Value

a numeric vector with 3 elements:

mean

mean

lwr.ci

lower bound of the confidence interval

upr.ci

upper bound of the confidence interval

Author

Andri Signorell <andri@signorell.net>

See also

linearHypothesis()

Examples

# get some model first...
r.lm <- FitMod(Fertility ~ ., data=swiss, fitfn="lm")

# calculate the confidence interval for the difference of the
# coefficients Examination and Education
CoeffDiffCI(r.lm, c("Examination", "Education"))
#>       diff     lwr.ci     upr.ci 
#> -0.6129318 -1.4017814  0.1759177 

# the test could be calculated as
car::linearHypothesis(r.lm, "Education = Examination")
#> 
#> Linear hypothesis test:
#> - Examination  + Education = 0
#> 
#> Model 1: restricted model
#> Model 2: Fertility ~ Agriculture + Examination + Education + Catholic + 
#>     Infant.Mortality
#> 
#>   Res.Df    RSS Df Sum of Sq      F Pr(>F)
#> 1     42 2231.5                           
#> 2     41 2105.0  1    126.42 2.4623 0.1243