I have used the arm package, sim() function, to create a simulation of linear model. The simulation result contains the coefficients and residual error. I would like to find the 95% confidence interval for the coefficients. How do I find it?
The codes I have used to run the simulation are provided below.
mod <- lm(y ~ normal_dist + uniform_dist) sims <- arm::sim(mod, n = 1000)
Is this what you’re looking for? 95% CI for coefficients with data iris, replace petal.length with your coefficients of choice
fit <- lm(Petal.Width ~Petal.Length,iris) confint(fit,'Petal.Length',level=0.95)
2.5 % 97.5 % Petal.Length 0.3968193 0.4346915