[R] confint for glm (general linear model)

casperyc casperyc at hotmail.co.uk
Mon Dec 7 01:05:01 CET 2009


Hi,

I have a glm gives summary as follows,

               Estimate             Std. Error        z value    Pr(>|z|)
(Intercept) -2.03693352     1.449574526 -1.405194 0.159963578
A            0.01093048       0.006446256  1.695633 0.089955471
N            0.41060119      0.224860819  1.826024 0.067846690
S           -0.20651005      0.067698863 -3.050421 0.002285206

then I use confint(k.glm) to obtain a confidnece interval for the estimates.

> confint(k.glm,level=0.97)
Waiting for profiling to be done...
                   1.5 %      98.5 %
(Intercept) -5.471345995  0.94716503
A           -0.002340863  0.02631582
N           -0.037028592  0.95590178
S           -0.365570347 -0.06573675

while reading the help for 'confint', i found something like confint.glm for
general linear model.
I load the MASS package by clicking on the Menu( or otherwise how should I
load the package?)

then I still cant use the confint.glm command, what have I dont wrong?


How do I calculate this confidence interval for glm estimate manually??

for A, I use
0.01093048 + c(-1,1) * 0.006446256 * qt(0.985,df=77)
which is a different interval i got from the confint(k.glm,level=0.97)
above.

To be short, what's the right command to find the confidence interval for
glm estimats?
How do I verify it manully?

Thanks.

casper


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