confint and adjust in R [General Sta­tis­tics]

Dear Anders!

» » library("lsmeans")
I see that my suspicion was true. adjust= is an argument only available with package lsmeans (or another package overriding the behavior of confint() for other classes then "lm".
» ...
» confint(pairs(lsmeans(M, "Foo")))
» # HAPPY NEW YEAR [/code]
»
» It gives four different results here. You can see adjust is passed as an argument to the confint function so can't see how it would be part of lsmeans or pairs args.

Correct concerning four different results.
adjust="eat.my.shorts" is outstanding because this "method" isn't implemented but transferred via "..." and thus doesn't underlay any error checks. To react on this undesirable feature the programmer decided to set adjust= in such cases to adjust="bonferroni". Reasonable. Or?
This behavior is described in the man page of lsmeans/pairs or summary.emmGrid.
But adjust= is part of package lsmeans. Reason: class(pairs(lsmeans(M, "Foo"))).
This results in calling confint.emmGrid() with the possibility of reacting on multiplicity adjusted CI's instead of confint.lm() without the possibilty of multiplicity adjustments if you call confint().

Regards,

Detlew