[R] Pointwise Confidence Bounds on Logistic Regression

Bryan Hanson hanson at depauw.edu
Wed Jun 18 22:08:43 CEST 2008


Hi all.  I hope I have my terminology right here...

For a simple lm, one can add ³pointwise confidence bounds² to a fitted line
using something like

>predict(results.lm, newdata = something, interval = "confidence")

(I'm following DAAG page 154-155 for this)

I would like to do the same thing for a glm of the logistic regression type,
for instance, the example in MASS pg 190-192 (available in the help page for
predict.glm).

However, predict.glm does not have the same kind of features as "plain old"
predict, i.e. One cannot specify interval = "confidence"

>From what I've read, "pointwise confidence bounds" are computed from the
SE's for each point.  However, I don't see quite where to extract this
information with a glm

So, is there an existing function that does what I am describing for a glm,
or can someone point me in the right direction to start writing my own?

TIA as always, Bryan
*************
Bryan Hanson
Professor of Chemistry & Biochemistry
DePauw University, Greencastle IN USA



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