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Coefficient intervals use the cold-multistart bootstrap percentile method (validated to nominal coverage). The interval for alpha is a profile-likelihood interval: first-order by default (it covers about 0.90 to 0.94 in simulations from the CPB, with its misses on the upper side; see calibrate_alpha() for the reason), and calibrated by parametric bootstrap when the fit went through calibrate_alpha().

Usage

# S3 method for class 'cpb'
confint(object, parm, level = 0.95, ...)

Arguments

object

A "cpb" object fit with se = "bootstrap".

parm

Optional subset of parameters (coefficient names and/or "alpha").

level

Confidence level (default 0.95).

...

Unused.

Value

A matrix of lower/upper bounds.