[R] Likelihood ratio based confidence intervals for logistic regression

[Erik Iverson]

jh556 wrote:
> I'm applying logistic regression to a moderate sized data set for which I
> believe Wald based confidence intervals on B coefficients are too
> conservative.  Some of the literature recommends using confidence intervals
> based on the likelihood ratio in such cases, but I'm having difficulty
> locating a package that can do these.  Any help would be immensely
> appreciated.


Are you looking for profile-likelihood based CIs?  Package MASS has 
those, via the confint function (if my memory is correct...)

fm1 <- glm(..., family = binomial)
confint(fm1)