[R] glm and gam confidence intervals
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri May 16 10:45:00 CEST 2003
On Fri, 16 May 2003, David Nogués wrote:
> How can I obtain the values of confidence intervals from gam anf glm
Confidence intervals of what? (You do need to be more precise.)
For the coefficients of a glm, see profile.glm in MASS.
For predictions you can get asymptotic (normal-based) CIs from the
predict(se=TRUE) results on link scale and transform.
For gams it is a lot trickier, as for example there may be multiple local
maxima to the likelihood, and there may be non-interval confidence regions
for predictions as a result.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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