[R] confint for glm (general linear model)

casperyc casperyc at hotmail.co.uk
Thu Dec 10 03:50:06 CET 2009


I think the help page are exactly the same...
I just want to verify the confidence interval manually. That's all I want.

Thanks.

casper



brestat wrote:
> 
> This functions are different. I advice you study them:
> 
> ?confint # profile likelihood
> ?confint.default # t-distribution
> 
> Walmes Zeviani - Brazil
> 
> 
> 
> casperyc wrote:
>> 
>> 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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