[R] glm and gam confidence intervals

Prof Brian Ripley ripley at stats.ox.ac.uk
Fri May 16 10:45:00 CEST 2003

On Fri, 16 May 2003, David Nogués wrote:

> How can I obtain the values of confidence intervals from gam anf glm 
> objects?

Confidence intervals of what?  (You do need to be more precise.)

For the coefficients of a glm, see profile.glm in MASS.
For predictions you can get asymptotic (normal-based) CIs from the 
predict(se=TRUE) results on link scale and transform.

For gams it is a lot trickier, as for example there may be multiple local 
maxima to the likelihood, and there may be non-interval confidence regions 
for predictions as a result.

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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