>From ?confint:
"Computes confidence intervals" and "The default method assumes
asymptotic normality"
For me, a "confidence interval" implies an exact confidence interval in
formal statistics (I concede that when speaking, the term is often used
more loosely). And of course, even if a test statistic is asymptotically
normal (so the assumption is satisfied), the finite distribution might
not be normal and thus an exact confidence interval would not be
computed.
Attached is a patch that simply changes "asymptotic normality" to
"normality" in confint.Rd. This encourages the user of the function to
think about whether their asymptotically normal statistic is "normal
enough" in a finite sample to get something reliable from confint().
Alternatively, we could instead change "Computes confidence intervals"
to "Computes asymptotic confidence intervals".
I hope I'm not being too pedantic here.
Scott
--
Scott Kostyshak
Assistant Professor of Economics
University of Florida
https://people.clas.ufl.edu/skostyshak/
Index: src/library/stats/man/confint.Rd
===================================================================
--- src/library/stats/man/confint.Rd (revision 72930)
+++ src/library/stats/man/confint.Rd (working copy)
@@ -31,7 +31,7 @@
}
\details{
\code{confint} is a generic function. The default method assumes
- asymptotic normality, and needs suitable \code{\link{coef}} and
+ normality, and needs suitable \code{\link{coef}} and
\code{\link{vcov}} methods to be available. The default method can be
called directly for comparison with other methods.
______________________________________________
R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
