matloff/regtools

Add statistical test of the coefficients with p-values from `lmac()`

isaactpetersen opened this issue · 3 comments

It would be helpful to add a statistical test of the coefficients with p-values from lmac().

Unfortunately--actually fortunately--I'm one of those people who strongly oppose the use of -values. See https://github.com/matloff/regtools/blob/master/inst/NoPVals.md

Thanks for the response, and I completely respect that. However, I'm not seeing any estimates of the uncertainty around the point estimates. For instance, would it be possible to get standard errors? Or perhaps confidence intervals from the bootstrapped estimates?

Yes, you can certainly get CIs and/or standard errors from the bootstrapped resamplings. Or, I have a jackknife function in my exNorm repo.