[R] Difficulty getting standard deviation of ALL odds ratios with glm function, logistic regression, need cov of parameters
Thomas Lumley
tlumley at u.washington.edu
Wed Jul 27 00:53:45 CEST 2005
On Tue, 26 Jul 2005, Garrett Fox wrote:
> I am trying to do logistic regression with a categorical predictor variable
> with the glm() function, family=binomial. Using glm() I would like to be
> able to calculate the confidence intervals of all three possible odds ratios
> for a factor (the factor has three categories). Three categories imply two
> columns of 0's and 1's in the design matrix, and two parameter estimates
> with their SE's. Two confidence intervals for odds ratios can be easily
> calculated, the third confidence interval can be calculated if I know the SE
> of B1-B2, but this requires the covariance matrix of parameter estimates,
> which is not given to my knowledge.
>
vcov(your.model) returns the variance-covariance matrix.
-thomas
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