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 1.000000I'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
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