confint and adjust in R [General Sta­tis­tics]

posted by d_labes  – Berlin, Germany, 2019-01-07 17:02  – Posting: # 19749
Views: 1,293

Dear ElMaestro,

» I am exploring the confint function in R and the oppotunities for multiplicity adjustment.
» In fact, the confint function allows an adjust argument :
»
» In my current models I can apply adjust= e.g. "bonferroni", "none", "sidak", "mvt" and "tukey" (which is the default).

Sorry, but AFAIK the default confint method or that for lm() objects has no adjust argument, or more precisely spoken accepts any string for adjust= but without any effect. Example:
> fit <- lm(100/mpg ~ disp + hp + wt + am, data = mtcars)
> confint(fit)
                   2.5 %      97.5 %
(Intercept) -0.774822875 2.256118188
disp        -0.002867999 0.008273849
hp          -0.001400580 0.011949674
wt           0.380088737 1.622517536
am          -0.614677730 0.926307310

> confint(fit, adjust="eat.my.shorts")
                   2.5 %      97.5 %
(Intercept) -0.774822875 2.256118188
disp        -0.002867999 0.008273849
hp          -0.001400580 0.011949674
wt           0.380088737 1.622517536
am          -0.614677730 0.926307310

There is no error thrown because confint() has an ... argument, for which there is no error check available.

What you describe must be an effect of using an add-on package with comes with the possibility to consider multiplicity in calculation of confidence intervals.
If you are lucky, the documentation of that package will contain details of what the adjust= argument will do. Look into the ./doc sub-directory of the package and look for vignettes or other documentation material.
But here I must say that being lucky is not so often the case:no: in R. Many authors of packages assume that you have sufficient knowledge of the statistical methods underlying a package they create. Eventually you may figure out whats going on if you look at the code of the confint.class() function, where class is the model class, defined in the package you uses.

Regards,

Detlew

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