[R] likelihood and score interval estimates for glms
kjetil brinchmann halvorsen
kjetil at entelnet.bo
Sun Jan 12 12:32:02 CET 2003
On 12 Jan 2003 at 16:12, Murray Jorgensen wrote:
I believe that confint() in the MASS package does likelihood based
confidence intervals, among others for models of class glm.
I don't know about score intervals.
> G'day list!
> I'm thinking about programming likelihood and score intervals for
> generalized linear models in R based on the paper "On the computation of
> likelihood ratio and score test based confidence intervals in
> generalized linear models" by Juha Alho (1992) (Statistics in Medicine,
> 11, 923-930).
> Being lazy, I thought that I would ask if anyone else on the list has
> already done this? (or something equivalent)
> Murray Jorgensen
> Dr Murray Jorgensen http://www.stats.waikato.ac.nz/Staff/maj.html
> Department of Statistics, University of Waikato, Hamilton, New Zealand
> Email: maj at waikato.ac.nz Fax 7 838 4155
> Phone +64 7 838 4773 wk +64 7 849 6486 home Mobile 021 1395 862
> R-help at stat.math.ethz.ch mailing list
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