[R] Confidence Intervals for Odds Ratios in multivariate logistic regression

[David Winsemius]

On Dec 8, 2010, at 11:59 AM, S.M. Raghavan wrote:

> Hi all,
>
> I am trying to fit a logistic regression for a bivariate response  
> using five
> independent variables in a stepwise procedure. My outputs look okay  
> but does
> any one know (or is there any literature on) how the confidence  
> intervals
> are calculated for the reported odds ratios..?

There is quite a bit of literature that says doing stepwise approaches  
to  LR results in invalid confidence intervals. (There is also quite a  
bit of literature on the mechanics of constructing confidence  
intervals that should be in any of the standard texts on the subject.)

You might want to read some of the material in the archives:
https://stat.ethz.ch/pipermail/r-help/

This thread (identified with RSiteSearch with alternate parameters to  
bring up postings to r-help) seems particularly rich in contributions  
from people with deep knowledge of the problems and potential solutions:

http://finzi.psych.upenn.edu/Rhelp10/2008-October/175481.html

http://finzi.psych.upenn.edu/Rhelp10/2008-October/175541.html

http://finzi.psych.upenn.edu/Rhelp10/2008-October/175518.html

-- 

David Winsemius, MD
West Hartford, CT