Function to compute the confidence intervals from a variance-covariance matrix

Function to compute the confidence intervals from a variance-covariance matrix

Usage

confint_from_sigma(sigma, theta, level = 0.95)

Arguments

sigma

either the variance-covariance matrix or the vector of variances of the parameter estimator

theta

the point estimate

level

confidence level, defaults to 0.95 (alpha=.05)