[R] confint for glm (general linear model)
Peter Ehlers
ehlers at ucalgary.ca
Fri Dec 11 19:10:12 CET 2009
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
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