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

[Charles C. Berry]

On Wed, 8 Dec 2010, 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..?
>

Bert and David have wanred you about the misleading results that 
confidence intervals can give with stepwise procedures.

There are a number of approaches that are not so misleading.

For one such and perhaps some insights into the problems that David and 
Bert were pointing out, try this:

 	install.packages( "BMA" )
 	library( BMA )
 	?bic.glm
 	example( bic.glm )

HTH,

Chuck


> Thanks!
>
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Charles C. Berry                            Dept of Family/Preventive Medicine
cberry at tajo.ucsd.edu			    UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 92093-0901