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Confidence intervals for fitted model parameters

Source: R/profile.R
confint.drmTMB.Rd

confint() returns confidence intervals for a fitted drmTMB model. Wald intervals are fast and are returned for fixed-effect coefficients by default. Profile-likelihood intervals are slower because nuisance parameters are re-optimized; this first public profile path supports explicit fixed-effect, constant distributional-scale, random-effect standard-deviation, random-effect correlation, the first bivariate phylogenetic mean-mean correlation, and constant residual-correlation targets. For predictor-dependent scale, residual-correlation, or currently supported corpair() formulae, supply newdata with parm = "sigma", parm = "rho12", or the fitted corpair(...) dpar to profile the fitted response-scale value for each supplied row.

Usage

# S3 method for class 'drmTMB'
confint(
  object,
  parm = NULL,
  level = 0.95,
  method = c("wald", "profile"),
  newdata = NULL,
  trace = FALSE,
  ...
)

Arguments

object

A drmTMB fit.

parm

Optional character or integer vector selecting interval targets. NULL selects all fixed effects for Wald intervals. Profile intervals require explicit target names.

level

Confidence level.

method

Interval method: "wald" or "profile". Parametric bootstrap intervals are not implemented yet. If newdata is supplied and method is omitted, method = "profile" is used.

newdata

Optional data frame for response-scale profile intervals for predictor-dependent sigma, sigma1, sigma2, rho12, or fitted corpair() values. Each row is profiled separately by profiling its fixed-effect linear predictor and then transforming the interval to the response scale.

trace

Logical; passed to TMB::tmbprofile() for profile intervals.

...

Additional arguments passed to TMB::tmbprofile() when method = "profile". drmTMB supplies the profiled obj, name, lincomb, and trace arguments internally; set the profile target with parm.

Value

A data frame with columns parm, level, lower, upper, scale, transformation, tmb_parameter, index, method, and conf.status, profile.boundary, and profile.message. Successful rows currently use conf.status = "wald" or conf.status = "profile"; profile rows mark intervals that land near a lower SD boundary or correlation boundary.

Details

Target names follow the profile target namespace. For fixed effects, use names such as "fixef:mu:x", "fixef:sigma:(Intercept)", or "fixef:rho12:w". Compact coefficient labels from summary(fit), such as "mu:x", are also accepted. Random-effect SD intervals are reported on the SD scale, and random-effect correlation intervals are reported on the correlation scale. For bivariate Gaussian fits with constant residual correlation, parm = "rho12" profiles the residual correlation and reports the interval on the response correlation scale. For fits with constant sigma, sigma1, or sigma2, parm = "sigma" and friends report response-scale intervals.

Examples

dat <- data.frame(y = c(0.2, 0.5, 1.1, 1.4), x = c(-1, 0, 1, 2))
fit <- drmTMB(bf(y ~ x, sigma ~ 1), data = dat)
confint(fit)
#>                      parm level      lower      upper scale   transformation
#> 1    fixef:mu:(Intercept)  0.95  0.5179863  0.6620137  link linear_predictor
#> 2              fixef:mu:x  0.95  0.3612011  0.4787990  link linear_predictor
#> 3 fixef:sigma:(Intercept)  0.95 -3.3947905 -2.0088865  link linear_predictor
#>   tmb_parameter index method conf.status profile.boundary profile.message
#> 1       beta_mu     1   wald        wald               NA            <NA>
#> 2       beta_mu     2   wald        wald               NA            <NA>
#> 3    beta_sigma     1   wald        wald               NA            <NA>