[R] likelihood and score interval estimates for glms

[kjetil brinchmann halvorsen]

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.

Kjetil Halvorsen

> 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)
> 
> Cheers,
> 
> 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
> 
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