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petrol_b
2006 Aug 09
1
Joint confidence intervals for GLS models?
...age so I can use the estimable
function. The estimable function is very useful because it allows me to
calculate confidence intervals for a linear combination of coefficients,
but only for OLS models. For example, the code below calculates the
confidence interval for the sum of the coefficient of petrol_A and the
coefficient of petrol_B:
> results <- lm(all_rural_count_capita ~ petrol_A + petrol_B +
gdp_capita)
> estimable(results,cm=c(0,1,1,0),conf.int=0.95)
However, the estimable function does not seem to work for GLS objects,
as shown below. The estimable documentation confirm that t...