[R] Confidence intervals for logistic regression
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Feb 20 08:50:09 CET 2004
On Thu, 19 Feb 2004, Michael Levine wrote:
> I found myself trying to figure out the type of confidence interval used
> for the coefficients of the logistic regression fit by using
AFAIK, no confidence interval is given by that call: it does not even
calculate standard errors for the coefs (the summary method does that).
I could guess what you meant, but the answer depends on the guess ....
> I suspect it is Wald confidence interval but am not sure...Does anybody
> know? Also, if so, how can I ask for likelihood ratio and/or score-based
> confidence intervals?
You can use confint() (whose glm method is in package MASS, which must be
attached) to give you profile-likelihood confidence intervals. There
would be no point in trying to base confidence intervals on score tests,
as you would have to re-fit the model at all possible alternative values
and so the profile likelihood would be available.
Brian D. Ripley, ripley at 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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