[R] LR-based CIs for GLMs

[Mark Myatt]

Tim CHURCHES <TCHUR at doh.health.nsw.gov.au> writes:
>We are using glm() to models to counts of deaths due to rare causes using a log 
>link and Poisson error distribution, with population as the offset. Approximate 
>confidence intervals for the parameter estimates are easy to calculate using a 
>standard normal deviate, but obviously when the counts of deaths are small 
>(which is why we are using Poisson regression), these intervals are very 
>approximate indeed. 
>
>Has anyone done any work on calculating  more precise likelihood ratio - based 
>confidence intervals for parameter estimates from generalised linear models? 
>These are also known as "profile likelihood confidence intervals", I believe. 
>PROC GENMOD in SAS can calculate them - I am happy to email the relevant page 
>from the SAS online documentation which describes the way in which they are 
>calculated in more detail to anyone who is interested - but we would much 
>rather 
>use R for this work...

I think that confint() in the MASS library might fit the bill here.

Mark


--
Mark Myatt


-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._