[R] se from predict.glm

Chong Gu chong at stat.purdue.edu
Thu Feb 17 19:12:10 CET 2000

I am not sure whether it is a design decision or just an oversight.

When I ask for the standard errors of the predictions with


where budwm.lgt is a logistic fit of the budworm data in MASS, I got

  Error in match.arg(type) : ARG should be one of response, terms

If one is to construct a CI for the fitted binomial probability,
wouldn't it be more natural to do it on the link scale before
transforming to the probability scale?

Of course, knowing a bit about what's going on inside glm, I could use
predict.lm to get what I want, but I am curious why se is not made
available for the link prediction in predict.glm.
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