[R] standard error for lda()

[David Winsemius]

On Feb 9, 2012, at 4:45 PM, array chip wrote:

> Hi, didn't hear any response yet. want to give it another try..  
> appreciate any suggestions.
>

My problem after reading this the first time was that I didn't agree  
with the premise that logistic regression would provide a standard  
error for a probability. It provides a standard error around an  
estimated coefficient value. And then you provided no further details  
or code to create a simulation, and there didn't seem much point in  
trying to teach you statistical terminology that you were throwning  
around in a manner that seems rather cavalier , .... admittedly this  
being a very particular reaction from this non-expert audience of one.


> John
>
>
> ________________________________
>
> To: "r-help at r-project.org" <r-help at r-project.org>
> Sent: Wednesday, February 8, 2012 12:11 PM
> Subject: [R] standard error for lda()
>
> Hi, I am wondering if it is possible to get an estimate of standard  
> error of the predicted posterior probability from LDA using lda()  
> from MASS? Logistic regression using glm() would generate a standard  
> error for predicted probability with se.fit=T argument in predict(),  
> so would it make sense to get standard error for posterior  
> probability from lda() and how?
>
> Another question about standard error estimate from glm(): is it ok  
> to calculate 95% CI for the predicted probability using the standard  
> error based on normal apprximation, i.e. predicted_probability +/-  
> 1.96 * standard_error?
>
> Thanks
>
> John
>     [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD
West Hartford, CT