[R] Confidence Intervals for logistic regression

[Michael Bedward]

Thanks for that clarification Peter - much appreciated.

Is there an R function that you'd recommend for calculating more valid CIs ?

Michael

On 7 August 2010 18:37, Peter Dalgaard <pdalgd at gmail.com> wrote:
>
> Probably, neither is optimal, although any transformed scale is
> asymptotically equivalent. E.g., neither the probability scale nor the
> logit scale stabilizes the variance of a simple proportion (the arcsine
> transform does), so test-based CIs should really be asymmetric in both
> cases rather than just +/- 1.96se.
>
> However, working on the linear predictor scale has the advantage that
> CIs by definition will not cross the boundaries of the parameter space.
> (For the "usual" link functions: logit, probit, cloglog, that is; it's
> not true for the identity link, obviously.)
>
> --
> Peter Dalgaard
> Center for Statistics, Copenhagen Business School
> Phone: (+45)38153501
> Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com
>