Coefficient intervals use the cold-multistart bootstrap percentile method. In
simulations from King's CPB (n = 300) the 95% interval for a slope covers 0.91
at alpha 0.3, 0.95 at 0.5 and 0.94 at 0.7, and on the floor support 0.95. The
interval for alpha is a
profile-likelihood interval. It is first-order by default: on King's support
it covers close to its level in simulations from the CPB, and on the floor
support about 0.90 to 0.94, with most misses on the upper side (see
calibrate_alpha()). It is calibrated by parametric bootstrap when the fit
went through calibrate_alpha().
Usage
# S3 method for class 'cpb'
confint(object, parm, level = 0.95, ...)