Confidence interval for sigma2 in lm objects.

Source: R/confint_sigma2.R

The confint_sigma2 function computes confidence interval for the sigma2 parameter in a linear model fitted with the lm function.

confint_sigma2(object, level = 0.95)

Arguments

object

a lm object.

level

the confidence level required.

Value

A matrix with columns giving lower and upper confidence limits.

Examples

# Example for simple linear regression
mod <- lm(dist ~ speed, data=cars)
confint_sigma2(object=mod, level=0.95)
#>           2.5 %   97.5 %
#> Sigma2 164.4899 369.1661
confint_sigma2(object=mod, level=0.80)
#>            10 %     90 %
#> Sigma2 186.4087 315.8218

# Example for multiple linear regression
mod <- lm(mpg ~ wt + hp, data=mtcars)
confint_sigma2(object=mod, level=0.95)
#>           2.5 %   97.5 %
#> Sigma2 4.265923 12.15473
confint_sigma2(object=mod, level=0.80)
#>            10 %     90 %
#> Sigma2 4.990033 9.866971