[R] Confidence intervals

Joseph Brian Adams, PhD brian_adams at jbadams.com
Wed Aug 16 15:33:07 CEST 2000


I have been wondering about this as well.  In my case, I would like to create
confidence intervals for the predicted outputs in a logistic model.  How does
predict.glm(...) calculate the standard errors for the prediction?  I haven't
been able to find a reference in Hosmer & Lemeshow' text (Applied Logistic
Regression).

On Thu, 10 Aug 2000, you wrote:
> 
> Hi,
> 
> I know this is not exactly an R question but may be someone will nice enough
to give me a pointer. I'm using nnet to fit a non linear univariate function. I
wonder if there is a way to estimate a confidence interval for the predicted
output beside using the residuals? The data set I use is relatively small and I
use only a few (5:10) of these as test set or should I say validation set. >  >
Thanks >  > Yves > 

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