[R] glm predict problem with type = "response"
Thomas Lumley
tlumley at u.washington.edu
Thu Feb 22 01:14:34 CET 2001
On Wed, 21 Feb 2001, Anne York wrote:
> The standard errors produced by predict.glm with type = "response" seem
> wrong. Here is an example using R 1.2 windows version along with the same
> problem in Splus. The standard errors for type = "link" are the same in
> both systems.
>
Yes, they're wrong (and they disagree with S-PLUS).
Two lines need to be interchanged in predict.glm: we transform the result
then use the transformed rather than untransformed result to compute the
derivative.
I'll send you the fixed version separately
-thomas
Thomas Lumley Asst. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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