[R] Confidence intervals for estimates of all independent variables in WLS regression

Jeff Newmiller jdnewmil at dcn.davis.CA.us
Thu Nov 29 01:22:09 CET 2012


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Sent from my phone. Please excuse my brevity.

Torvon <torvon at gmail.com> wrote:

>I would like to obtain Confidence Intervals for the estimates
>(unstandardized beta weights) of each predictor in a WLS regression:
>
>m1 = lm(x~ x1+x2+x3, weights=W, data=D)
>
>SPSS offers that output by default, and I am not able to find a way to
>do
>this in R. I read through predict.lm, but I do not find a way to get
>the
>CIs for multiple independent variables.
>
>Thank you
>Torvon
>
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>
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