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ci_l
2012 Nov 29
2
Confidence intervals for estimates of all independent variables in WLS regression
I would like to obtain Confidence Intervals for the estimates
(unstandardized beta weights) of each predictor in a WLS regression:
m1 = lm(x~ x1+x2+x3, weights=W, data=D)
SPSS offers that output by default, and I am not able to find a way to do
this in R. I read through predict.lm, but I do not find a way to get the
CIs for multiple independent variables.
Thank you
Torvon
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