[R] Confidence Intervals for Odds Ratios in multivariate logistic regression

[Bert Gunter]

See McCullagh and Nelder's GLM book for details -- and also probably
V&R's MASS for a concise summary, although I don't have it at hand and
can't be sure it's there. Really, practically any book on GLM should
have details.

**HOWEVER** You should realize that all these references are "wrong"
in the sense that the intervals are conditioned on the model choice.
AFAIK, the uncertainty due to model choice, which is typically far
larger imo, is not taken into account. In situations like yours, it
**can** be done, e.g. via bootstrapping the whole stepwise procedure.

NOTE:
*** I would appreciate corrections of these statements if I have it wrong ****

-- Bert

On Wed, Dec 8, 2010 at 8:59 AM, S.M. Raghavan <smraghavan at gmail.com> wrote:
> Hi all,
>
> I am trying to fit a logistic regression for a bivariate response using five
> independent variables in a stepwise procedure. My outputs look okay but does
> any one know (or is there any literature on) how the confidence intervals
> are calculated for the reported odds ratios..?
>
> Thanks!
>
>        [[alternative HTML version deleted]]
>
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-- 
Bert Gunter
Genentech Nonclinical Biostatistics