User`s guide

confint
4-90
4confint
Purpose Compute confidence bounds for fitted coefficients
Syntax ci = confint(fresult)
ci = confint(fresult,level)
Arguments
Description
ci = confint(fresult) returns 95% confidence bounds to ci for the fit
coefficients associated with
fresult. fresult is the fit result object returned
by the
fit function. ci is a 2-by-n array where n is the number of coefficients
associated with
fresult. The top row of the array contains the lower bound,
while the bottom row of the array contains the upper bound for each coefficient
ci = confint(fresult,level) returns the confidence level specified by level
to
ci. You specify level on the interval (0,1). For example, if level is 0.99, then
99% confidence bounds are calculated.
Remarks To calculate confidence bounds, confint uses R
-1
(the inverse R factor from QR
decomposition of the Jacobian), the degrees of freedom for error, and the root
mean squared error. This information is automatically returned by the
fit
function and contained within the fit result object.
The
fit function automatically returns 95% confidence bounds for coefficients.
If coefficients are bounded and one or more of the estimates are at their bounds,
those estimates are regarded as fixed and do not have confidence bounds. Note
that you cannot calculate confidence bounds for the smoothing spline and
interpolant fit types.
fresult A fit result object.
level The confidence level.
ci An array of confidence bounds.