[R] confint for glm (general linear model)

[Peter Ehlers]

I suspect that you don't know about 'profile' confidence
intervals. If that's true then I can recommend the
discussion in MASS (the book) in section 8.4.
In a nutshell, I don't think that you want to do
a profile confint calculation manually (unless typing
instructions that use the function profile.glm()
counts as 'manual').

  -Peter Ehlers

casperyc wrote:
> I think the help page are exactly the same...
> I just want to verify the confidence interval manually. That's all I want.
> 
> Thanks.
> 
> casper
> 
> 
> 
> brestat wrote:
>> This functions are different. I advice you study them:
>>
>> ?confint # profile likelihood
>> ?confint.default # t-distribution
>>
>> Walmes Zeviani - Brazil
>>
>>
>>
>> casperyc wrote:
>>> Hi,
>>>
>>> I have a glm gives summary as follows,
>>>
>>>                Estimate             Std. Error        z value    Pr(>|z|)
>>> (Intercept) -2.03693352     1.449574526 -1.405194 0.159963578
>>> A            0.01093048       0.006446256  1.695633 0.089955471
>>> N            0.41060119      0.224860819  1.826024 0.067846690
>>> S           -0.20651005      0.067698863 -3.050421 0.002285206
>>>
>>> then I use confint(k.glm) to obtain a confidnece interval for the
>>> estimates.
>>>
>>>> confint(k.glm,level=0.97)
>>> Waiting for profiling to be done...
>>>                    1.5 %      98.5 %
>>> (Intercept) -5.471345995  0.94716503
>>> A           -0.002340863  0.02631582
>>> N           -0.037028592  0.95590178
>>> S           -0.365570347 -0.06573675
>>>
>>> while reading the help for 'confint', i found something like confint.glm
>>> for general linear model.
>>> I load the MASS package by clicking on the Menu( or otherwise how should
>>> I load the package?)
>>>
>>> then I still cant use the confint.glm command, what have I dont wrong?
>>>
>>>
>>> How do I calculate this confidence interval for glm estimate manually??
>>>
>>> for A, I use
>>> 0.01093048 + c(-1,1) * 0.006446256 * qt(0.985,df=77)
>>> which is a different interval i got from the confint(k.glm,level=0.97)
>>> above.
>>>
>>> To be short, what's the right command to find the confidence interval for
>>> glm estimats?
>>> How do I verify it manully?
>>>
>>> Thanks.
>>>
>>> casper
>>>
>>>
>>>
>>
> 

-- 
Peter Ehlers
University of Calgary