[R] inv.logit() from "boot" ..[was "proportions confidence.."]
Martin Maechler
maechler at stat.math.ethz.ch
Tue Jul 13 14:54:43 CEST 2004
>>>>> "Spencer" == Spencer Graves <spencer.graves at pdf.com>
>>>>> on Mon, 12 Jul 2004 10:44:25 -0700 writes:
Spencer> Please see: Brown, Cai and DasGupta (2001)
Spencer> Statistical Science, 16: 101-133 and (2002) Annals
Spencer> of Statistics, 30: 160-2001
Spencer> They show that the actual coverage
Spencer> probability of the standard approximate confidence
Spencer> intervals for a binomial proportion are quite poor,
Spencer> while the standard asymptotic theory applied to
Spencer> logits produces rather better answers.
Spencer> I would expect "confint.glm" in library(MASS)
Spencer> to give decent results, possibly the best available
Spencer> without a very careful study of this particular
Spencer> question. Consider the following:
Spencer> library(MASS)# needed for confint.glm
Spencer> library(boot)# needed for inv.logit
^^^^^^^^^^^^^^^^^^^^
Spencer> <.............>
well, did you ever look at the definition of inv.logit() ?
doing it for you:
inv.logit <- function(x) plogis(x)
hence I'd think "boot" is not really needed.
And, BTW, consequently the logit() function in the 'boot'
package is the same as qlogis()
[and could well be defined that way instead of slightly more complicated].
I'll add a \concept{logit} to the plogis / qlogis help page and
a \note{} telling this to those who forget..
Martin Maechler, ETH Zurich
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