Confidence intervals for ivreg2 coefficients — confint.ivreg2 • ivreg2r

Computes confidence intervals using the t distribution when small = TRUE was used at estimation time, and the standard normal otherwise.

Usage

# S3 method for class 'ivreg2'
confint(object, parm, level = 0.95, ...)

Arguments

object: An object of class "ivreg2".
parm: A specification of which parameters to give intervals for, either a numeric vector of positions or a character vector of names. If missing, all parameters are included.
level: The confidence level (default 0.95).
...: Additional arguments (ignored).

Value

A matrix with columns for the lower and upper confidence limits.

See also

ivreg2(); ivreg2r-conventions for when the t vs normal distribution is used.

Other ivreg2 methods: coef.ivreg2(), diagnostics(), first_stage(), fitted.ivreg2(), formula.ivreg2(), ivreg2(), model.matrix.ivreg2(), nobs.ivreg2(), predict.ivreg2(), print.ivreg2(), print.summary.ivreg2(), residuals.ivreg2(), summary.ivreg2(), terms.ivreg2(), update.ivreg2(), vcov.ivreg2()