使用modFit（FME）在R中查找置信区间(Finding confidence intervals in R with modFit (FME))

使用modFit（FME）在R中查找置信区间(Finding confidence intervals in R with modFit (FME))

我一直在最近的项目中使用modFit（R包的一部分，FME）。 我有兴趣获得模型预测参数的置信区间，但我无法弄清楚如何这样做。 当我查看modFit例程的摘要时，我会得到每个参数的标准错误和t值。 我还给了一个参数相关表。

如何使用此信息提取参数的置信区间？ 我觉得我的任务过于复杂，但我只是陷入困境。 任何帮助将不胜感激。

这是我必须处理的这些摘要信息（我希望它不仅会增加我的问题的混淆，所以如果需要，请忽略）：

Parameters: Estimate Std. Error t value Pr(>|t|) Mb1 1.7022419 0.0022914 742.89 <2e-16 *** M1b 2.0015269 0.0024875 804.64 <2e-16 *** Mb2 0.4998066 0.0015215 328.50 <2e-16 *** M2b 0.5079805 0.0011033 460.43 <2e-16 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 0.07965 on 67 degrees of freedom Parameter correlation: Mb1 M1b Mb2 M2b Mb1 1.000000 0.8377 -0.6335 0.006307 M1b 0.837665 1.0000 -0.6208 -0.163344 Mb2 -0.633522 -0.6208 1.0000 0.529634 M2b 0.006307 -0.1633 0.5296 1.000000

I've been using modFit (part of the R package, FME) on a recent project. I am interested in obtaining confidence intervals for the model predicted parameters, but I cannot figure out how to do so. When I look at the summary from the modFit routine, I am given the standard error and t-value for each parameter. I am also given a parameter correlation table.

How can I extract a confidence interval for the parameters with this information? I feel like I'm over-complicating the task, but I am just stuck. Any help would be greatly appreciated.

This is this summary information I have to work with (I hope it doesn't just add more confusion to my question, so disregard if need be):

Parameters: Estimate Std. Error t value Pr(>|t|) Mb1 1.7022419 0.0022914 742.89 <2e-16 *** M1b 2.0015269 0.0024875 804.64 <2e-16 *** Mb2 0.4998066 0.0015215 328.50 <2e-16 *** M2b 0.5079805 0.0011033 460.43 <2e-16 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 0.07965 on 67 degrees of freedom Parameter correlation: Mb1 M1b Mb2 M2b Mb1 1.000000 0.8377 -0.6335 0.006307 M1b 0.837665 1.0000 -0.6208 -0.163344 Mb2 -0.633522 -0.6208 1.0000 0.529634 M2b 0.006307 -0.1633 0.5296 1.000000

最满意答案

你可以尝试bootstrap包启动它会根据重新采样建立你的置信区间

You can try bootstrap package boot it will build you confidence interval based on re-sampling