coefCI

Confidence intervals of coefficient estimates for censored linear regression model

Since R2025a

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    Syntax

    ci = coefCI(mdl)
    ci = coefCI(mdl,alpha)

    Description

    ci = coefCI(mdl) returns 95% confidence intervals for the coefficients in mdl.

    example

    ci = coefCI(mdl,alpha) returns confidence intervals using the confidence level 1 – alpha.

    example

    Examples

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    Open Live Script

    Load the readmissiontimes sample data.

    load readmissiontimes

    The variables Age, Weight, Smoker, and ReadmissionTime contain data for patient age, weight, smoking status, and time of readmission. The Censored variable contains censoring information for ReadmissionTime.

    Save Age, Weight, Smoker, and ReadmissionTime in a table, and fit a censored linear regression model to the data.

    tbl = table(Age,Weight,Smoker,ReadmissionTime);
mdl = fitlmcens(tbl,Censoring=Censored);

    View the names of the coefficients. 

    mdl.CoefficientNames
    ans = 1×4 cell
    {'(Intercept)'}    {'Age'}    {'Weight'}    {'Smoker'}

    Calculate the confidence intervals for the model coefficients. 

    ci = coefCI(mdl)
    ci = 4×2

   20.9887   34.4918
   -0.1716    0.0647
   -0.1444   -0.0776
   -4.1938   -0.4971
    Open Live Script

    Load the readmissiontimes sample data.

    load readmissiontimes

    The variables Age, Weight, Smoker, and ReadmissionTime contain data for patient age, weight, smoking status, and time of readmission. The Censored variable contains censoring information for ReadmissionTime.

    Save Age, Weight, Smoker, and ReadmissionTime in a table, and fit a censored linear regression model to the data.

    tbl = table(Age,Weight,Smoker,ReadmissionTime);
mdl = fitlmcens(tbl,Censoring=Censored);

    Find the 99% confidence intervals for the coefficients. 

    ci = coefCI(mdl,.01)
    ci = 4×2

   18.8009   36.6796
   -0.2099    0.1030
   -0.1552   -0.0668
   -4.7928    0.1019

    The confidence intervals are wider than the default 95% confidence intervals in the example Find Confidence Intervals for Model Coefficients.

    Input Arguments

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    Censored linear regression model, specified as a CensoredLinearModel object created using fitlmcens, or a CompactCensoredLinearModel object created using fitlmcens and compact.

    Significance level for the confidence interval,s specified as a numeric value in the range [0,1]. The confidence level of ci is equal to 100(1 – alpha)%. alpha is the probability that the confidence intervals do not contain the true value.

    Example: 0.01

    Data Types: single | double

    Output Arguments

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    Confidence intervals, returned as a k-by-2 numeric matrix, where k is the number of coefficients. The jth row of ci is the confidence interval of the jth coefficient of mdl. The name of coefficient j is stored in the CoefficientNames property of mdl.

    Data Types: single | double

    More About

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    Version History

    Introduced in R2025a

    See Also

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