[R] Logistic regression - confidence intervals

Cox, Stephen stephen.cox at ttu.edu
Wed Feb 8 16:28:27 CET 2006


Please forgive a rather naïve question... 

Could someone please give a quick explanation for the differences in conf intervals achieved via confint.glm (based on profile liklihoods) and the intervals achieved using the Design library.

For example, the intervals in the following two outputs are different.

library(Design)
x = rnorm(100)
y = gl(2,50)
d = data.frame(x = x, y = y)
dd = datadist(d); options(datadist = 'dd')
m1 = lrm(y~x, data = d)
summary(m1)

m2 = glm(y~x, family = binomial, data = d)
confint(m2)

I have spent time trying to figure this out via archives, but have not had much luck.

Regards

Stephen




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