[R] conf. int. for lm() and Up-arrow

[Snall, Tord]

Dear all,

Thanks for this information Dr Venables. Now I know how 
easily accessible the statistical distributions are in 
R. 

Thanks also to Prof Ripley for sending me confint.lm() 
which will be available in the coming release of 
6.2pl001. I can recommend it.

Sincerely,
Tord Snäll


> > 
> > Is there any function for calculating confidence 
limits 
> > for coefficients in an lm() object? I know of the 
> > confint() function in the MASS library working very 
> > well on my binomial GLMs and I have tried it (using 
glm
> > () , family=gaussian) but it gives NAs according to 
> > below. Does the confint() function not accept 
gaussian 
> > GLMs? Could there be convergence problems in the 
GLM? 
> > Note the very low R2-value. Could the Hauck & 
Donner 
> > phenomenon discussed in V & R (1999) occur in a 
> > gaussian GLM?  I guess not and I have tried with 
> > different epsilon but it does not change anything.
> 
> The software was never tested for this case as it 
seemed a little
> pointless since the exact calculations can be done so 
simply.  (you
> might like to do it as a homework exercise...)  I\'ll 
look at putting
> in a switch to handle the case for future releases.
> 
> I suspect it will not work too well, though, as the 
method uses spline
> interpolation to the signed square-root of the 
profile function, which
> in this case is exactly linear.  I think cubic spline 
interpolation of
> straight lines causes some numerical problems.  This 
is just a quick
> response and you might like to check it.

Thanks for this information Dr Venables. Now I know how 
easily accessible the statistical distributions are in 
R. 

Thanks also to Prof. Ripley for sending me the 
confint.lm() which will be available in the coming 
release of 6.2pl001. I recommend it.

Sincerely,
Tord Snäll
> 
> 
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