Dear list,
I fit a multivariate model and want to extract univariate confidence
intervals from the mlm object. If the response matrix is unnamed,
confint() just repeats the first interval. If the response matrix is
named, confint() correctly returns CIs for all columns:
set.seed(1143)
Y <- MASS::mvrnorm(10, c(0, 0), diag(2)) # unnamed response matrix
confint(lm(Y ~ 1))
2.5 % 97.5 %
:(Intercept) -0.7069968 0.2783868
:(Intercept) -0.7069968 0.2783868 # incorrect, same as first CI
colnames(Y) <- 1:2 # named response matrix
confint(lm(Y ~ 1))
2.5 % 97.5 %
1:(Intercept) -0.7069968 0.2783868
2:(Intercept) -0.9226622 -0.1208534 # correct
Is this intended behavior of confint()? I think it would be great if the
unnamed case gave a warning. Or am I missing something?
Best, Florian
---
Florian Wickelmaier
Department of Psychology
University of Tuebingen
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