Re: [R] Logistic regression - confidence intervals

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Thu 09 Feb 2006 - 04:19:31 EST

On Wed, 8 Feb 2006, Cox, Stephen wrote:

> Please forgive a rather na´ve question...
>
> Could someone please give a quick explanation for the differences in
> conf intervals achieved via confint.glm (based on profile liklihoods)
> and the intervals achieved using the Design library.

Well, the Design library is not giving you confidence intervals for parameters, is it? (Since there is no summary method for lrm it is a long haul to find out what it is giving you, which I leave to you.)

> For example, the intervals in the following two outputs are different.
>
> library(Design)
> x = rnorm(100)
> y = gl(2,50)
> d = data.frame(x = x, y = y)
> dd = datadist(d); options(datadist = 'dd')
> m1 = lrm(y~x, data = d)
> summary(m1)
>
> m2 = glm(y~x, family = binomial, data = d)
> confint(m2)
>
> I have spent time trying to figure this out via archives, but have not had much luck.
>
> Regards
>
> Stephen

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595


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Received on Thu Feb 09 05:46:39 2006

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