[R] Logistic regression - confidence intervals

[Prof Brian Ripley]

On Wed, 8 Feb 2006, Cox, Stephen wrote:

> 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.

Well, the Design library is not giving you confidence intervals for 
parameters, is it?  (Since there is no summary method for lrm it is a long 
haul to find out what it is giving you, which I leave to you.)

> 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

-- 
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)
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