[R] Bonferroni simultaneous confidence intervals for multiple regression

Spencer Graves spencer.graves at pdf.com
Sat Mar 12 01:03:00 CET 2005

      John Fox described one version of the standard Bonferroni 
correction.  I just got 51 hits from "www.r-project.org" -> Search -> "R 
Site Search -> "Bonferroni";  you may wish to review them.  More 
generally, a Google search for "Bonferroni" produced "about 347,000" 
hits, the fifth of which was the NIST / Sematech Engineering Statistics 
(http://www.itl.nist.gov/div898/handbook/prc/section4/prc473.htm), which 
is quite useful for many things. 

      However, if package multcomp or multtest (in Bioconductor) 
suggested by Dieter Menne will work in your application, they would 
probably be better than Bonferroni.  Bonferroni is like using a sledge 
hammer to open a can.  The sledge hammer would work, but a can opener 
would be preferable.  Bonferroni will work when other things won't, so I 
would use something like multcomp or multtest when I could and 
Bonferroni otherwise. 

      hope this helps.  spencer graves

John Fox wrote:

>Dear Cara,
>You could use the confint() function, setting the level argument to 1 -
>alpha/length(coefficients(model)), where model is the linear model that
>you've fit and alpha is the complement of the level of confidence. If you're
>interested only in a subset of say p coefficients, then use 1 - alpha/p.
>I hope this helps,
> John
>John Fox
>Department of Sociology
>McMaster University
>Hamilton, Ontario
>Canada L8S 4M4
>>-----Original Message-----
>>From: r-help-bounces at stat.math.ethz.ch 
>>[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Cara Gormally
>>Sent: Thursday, March 10, 2005 8:41 PM
>>To: R-help at stat.math.ethz.ch
>>Subject: [R] Bonferroni simultaneous confidence intervals for 
>>I'm having no luck figuring out how to find Bonferroni 
>>simultaneous confidence intervals to obtain a family of 
>>estimates in R.  Does anyone know how to do this?
>>Thank you!
>>R-help at stat.math.ethz.ch mailing list
>>PLEASE do read the posting guide! 
>R-help at stat.math.ethz.ch mailing list
>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

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